# EDGAR Filing Document

**Accession Number:** 0000809593
**File Stem:** 0001752724-25-189567
**Filing Date:** 2025-8
**Character Count:** 243829
**Document Hash:** bc2c05f8319dcb09894f2c1fc4fb7359
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-189567.hdr.sgml**: 20250815

**ACCESSION NUMBER**: 0001752724-25-189567

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250630

**FILED AS OF DATE**: 20250815

**DATE AS OF CHANGE**: 20250815

**PERIOD START**: 20251231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** AMERICAN BEACON FUNDS
- **CENTRAL INDEX KEY:** 0000809593

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 1031

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-04984
- **FILM NUMBER:** 251223241

**BUSINESS ADDRESS:**
- **STREET 1:** 220 EAST LAS COLINAS BOULEVARD
- **STREET 2:** SUITE 1200
- **CITY:** IRVING
- **STATE:** TX
- **ZIP:** 75039
- **BUSINESS PHONE:** 8173916100

**MAIL ADDRESS:**
- **STREET 1:** 220 EAST LAS COLINAS BOULEVARD
- **STREET 2:** SUITE 1200
- **CITY:** IRVING
- **STATE:** TX
- **ZIP:** 75039

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** AMERICAN AADVANTAGE FUNDS
- **DATE OF NAME CHANGE:** 19920703

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** AMERICAN EAGLE FUNDS
- **DATE OF NAME CHANGE:** 19890813

## Series and Classes Contracts Data

### American Beacon AHL Multi-Alternatives Fund (Series ID: S000081505)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000244411 | R6 Class     | AHMRX           |
| C000244412 | Y Class      | AHMYX           |
| C000244413 | A Class      | AHMAX           |
| C000244414 | C Class      | AHMCX           |

## Form NPORT-P: Monthly Portfolio Investments Report

### NPORT-P: Part A: General Information

**Item A.1. Information about the Registrant.**

- **a. Name of Registrant:** AMERICAN BEACON FUNDS

- **b. Investment Company Act file number:** 811-04984

- **c. CIK number of Registrant:** 0000809593

- **d. LEI of Registrant:** 549300EXCES9V5RWB620

- **e. Address and telephone number of Registrant.**

  - **Street Address 1:** 220 EAST LAS COLINAS BOULEVARD

  - **City:** IRVING

  - **State:** TX

  - **Foreign country:** US

  - **Zip / Postal Code:** 75039

  - **Telephone number:** 817-391-6100

**Item A.2. Information about the Series.**

- **a. Name of Series:** American Beacon AHL Multi-Alternatives Fund

- **b. EDGAR series identifier (if any):** S000081505

- **c. LEI of Series:** 5493000IAVDXM5WB4A86

**Item A.3. Reporting period.**

- **a. Date of fiscal year-end:** 2025-12-31

- **b. Date as of which information is reported:** 2025-06-30

**Item A.4. Final filing**

Does the Fund anticipate that this will be its final filing on Form N-PORT? **No**

### Fund Information

**Total Assets:** $37063381.53

**Total Liabilities:** $705913.16

**Net Assets:** $36357468.37

**Amount of Assets Invested in Other Investment Companies:** $7791955.00

**Cash Not Reported:** $4211874.05

**Currency Risk Metrics (dv01):**

- 

**Credit Spread Risk - Investment Grade (dv01):**

- **3-Month:** 0.00000000 | **1-Year:** 0.00000000 | **5-Year:** 0.00000000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

**Credit Spread Risk - Non-Investment Grade (dv01):**

- **3-Month:** -1.07000000 | **1-Year:** -70.57000000 | **5-Year:** -6839.18000000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000244411 | -6.45%               | -0.11%               | 3.02%                |
| Class ID C000244414 | -6.56%               | -0.11%               | 2.86%                |
| Class ID C000244413 | -6.48%               | -0.11%               | 2.93%                |
| Class ID C000244412 | -6.46%               | -0.11%               | 2.92%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-180815.13              | $-27616.65                                 |
| Month 2  | $-275561.06              | $-21784.50                                 |
| Month 3  | $32607.69                | $52455.67                                  |

### Schedule of Portfolio Investments

| Name                                             | Title                                 | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| HSBC Bank PLC                                    | Purchased BRL / Sold USD              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $2450.22      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold NZD              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-3379.26     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased NZD / Sold USD              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | NZ        |         1 | NC      | $217.56       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased PLN / Sold USD              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | PL        |         1 | NC      | $0.55         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased PLN / Sold USD              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | PL        |         1 | NC      | $1042.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Scotland PLC                       | Purchased GBP / Sold EUR              | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | GB        |         1 | NC      | $-2052.78     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| New York Mercantile Exchange                     | Future                                | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |        -9 | NC      | $17284.16     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $464.53       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CNH / Sold USD              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CN        |         1 | NC      | $292.57       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased NOK / Sold USD              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | NO        |         1 | NC      | $1339.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased KRW / Sold USD              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | KR        |         1 | NC      | $866.20       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased AUD / Sold JPY              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | AU        |         1 | NC      | $1691.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased JPY / Sold USD              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | JP        |         1 | NC      | $-0.13        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Scotland PLC                       | Purchased HUF / Sold USD              | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | HU        |         1 | NC      | $1848.44      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased SGD / Sold USD              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | SG        |         1 | NC      | $819.23       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased ZAR / Sold USD              | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | ZA        |         1 | NC      | $572.35       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $942.97       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold KRW              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-148.40      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased JPY / Sold USD              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | JP        |         1 | NC      | $1452.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Scotland PLC                       | Purchased ZAR / Sold USD              | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | ZA        |         1 | NC      | $613.68       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased AUD / Sold USD              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | AU        |         1 | NC      | $905.06       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased MXN / Sold USD              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | MX        |         1 | NC      | $632.58       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $371.86       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased MXN / Sold USD              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | MX        |         1 | NC      | $3430.50      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased ILS / Sold USD              | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | IL        |         1 | NC      | $7470.06      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold GBP              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-0.33        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Scotland PLC                       | Purchased ZAR / Sold USD              | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | ZA        |         1 | NC      | $2046.29      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased USD / Sold HUF              | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | US        |         1 | NC      | $-1980.85     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Hong Kong Futures Exchange Ltd.                  | Future                                | CUSIP: 000000000<br>LEI: 213800YTVSXYQN17BW16 | N/A              | DE               |  | HK        |         4 | NC      | $3654.99      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased GBP / Sold AUD              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | GB        |         1 | NC      | $3204.47      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Scotland PLC                       | Purchased ZAR / Sold USD              | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | ZA        |         1 | NC      | $936.33       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $344.21       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                | Future                                | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |        19 | NC      | $1503.26      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CAD / Sold USD              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CA        |         1 | NC      | $857.17       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Scotland PLC                       | Purchased CHF / Sold USD              | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | CH        |         1 | NC      | $2025.31      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Scotland PLC                       | Purchased SEK / Sold EUR              | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | SE        |         1 | NC      | $-567.67      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased JPY / Sold USD              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | JP        |         1 | NC      | $870.85       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Commodities Exchange Center                      | Future                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |         4 | NC      | $-4017.05     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Citibank NA                                      | Purchased NOK / Sold USD              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | NO        |         1 | NC      | $3335.14      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold JPY              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-1230.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Scotland PLC                       | Purchased CHF / Sold USD              | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | CH        |         1 | NC      | $12526.11     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                           | Future                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |         1 | NC      | $-14.79       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Royal Bank of Scotland PLC                       | Purchased PEN / Sold USD              | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | PE        |         1 | NC      | $2277.99      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased COP / Sold USD              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CO        |         1 | NC      | $926.98       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased AUD / Sold USD              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | AU        |         1 | NC      | $382.79       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold JPY              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-0.50        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased SGD / Sold USD              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | SG        |         1 | NC      | $824.70       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold BRL              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-701.07      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| London Metal Exchange                            | Future                                | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         6 | NC      | $8131.69      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased PLN / Sold EUR              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | PL        |         1 | NC      | $958.77       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE Futures Europe - Financial Products Division | Future                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |        25 | NC      | $-336.89      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold BRL              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-219.25      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Scotland PLC                       | Purchased EUR / Sold JPY              | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | XX        |         1 | NC      | $5003.87      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased MXN / Sold USD              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | MX        |         1 | NC      | $360.42       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Euronext NV                                      | Future                                | CUSIP: 000000000<br>LEI: 724500QJ4QSZ3H9QU415 | N/A              | DE               |  | FR        |         6 | NC      | $507.83       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Royal Bank of Scotland PLC                       | Purchased GBP / Sold EUR              | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | GB        |         1 | NC      | $-1938.56     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| FORWARDS HSBC COCLLATERAL                        | Collateral Position                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |    130000 | NS      | $130000.00    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| NatWest Markets PLC                              | Purchased EUR / Sold SEK              | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | XX        |         1 | NC      | $509.70       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased NOK / Sold USD              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | NO        |         1 | NC      | $298.16       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased GBP / Sold USD              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | GB        |         1 | NC      | $3247.90      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold KRW              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-159.25      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Scotland PLC                       | Purchased USD / Sold CHF              | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | US        |         1 | NC      | $-31056.08    | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold NZD              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-685.92      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased SEK / Sold USD              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | SE        |         1 | NC      | $512.08       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $690.42       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased INR / Sold USD              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | IN        |         1 | NC      | $68.11        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Scotland PLC                       | Purchased CHF / Sold USD              | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | CH        |         1 | NC      | $19335.36     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased HUF / Sold EUR              | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | HU        |         1 | NC      | $1452.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased USD / Sold ILS              | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | US        |         1 | NC      | $-665.47      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased USD / Sold NOK              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-161.15      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased MXN / Sold USD              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | MX        |         1 | NC      | $1859.80      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CAD / Sold USD              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CA        |         1 | NC      | $604.92       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased MXN / Sold USD              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | MX        |         1 | NC      | $736.13       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased THB / Sold USD              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | TH        |         1 | NC      | $546.33       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased COP / Sold USD              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CO        |         1 | NC      | $1937.16      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased CHF / Sold USD              | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | CH        |         1 | NC      | $694.30       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased PLN / Sold EUR              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | PL        |         1 | NC      | $826.64       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased USD / Sold SEK              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-3849.14     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased SEK / Sold USD              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | SE        |         1 | NC      | $1299.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold KRW              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-164.17      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased GBP / Sold JPY              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | GB        |         1 | NC      | $4836.13      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased NOK / Sold USD              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | NO        |         1 | NC      | $3487.95      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-41.05       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold JPY              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-2084.84     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold BRL              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-208.93      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased EUR / Sold USD              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | XX        |         1 | NC      | $508.06       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased JPY / Sold USD              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | JP        |         1 | NC      | $875.36       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased NZD / Sold USD              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | NZ        |         1 | NC      | $620.12       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-360.97      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold BRL              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-230.54      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | Purchased USD / Sold GBP              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-12503.19    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased USD / Sold ILS              | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | US        |         1 | NC      | $-3107.16     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold KRW              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-173.49      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold JPY              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-1625.37     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $948.97       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CAD              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-2.92        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased USD / Sold ILS              | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | US        |         1 | NC      | $-360.64      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Scotland PLC                       | Purchased CHF / Sold USD              | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | CH        |         1 | NC      | $724.38       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Scotland PLC                       | Purchased SEK / Sold EUR              | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | SE        |         1 | NC      | $-2056.62     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased MXN / Sold USD              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | MX        |         1 | NC      | $1801.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased MXN / Sold USD              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | MX        |         1 | NC      | $4425.25      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased EUR / Sold USD              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | XX        |         1 | NC      | $2633.45      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased ZAR / Sold USD              | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | ZA        |         1 | NC      | $411.76       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $318.92       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                | Future                                | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |        -6 | NC      | $161.38       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank NA                                      | Purchased SEK / Sold USD              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | SE        |         1 | NC      | $31.83        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased EUR / Sold PLN              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | XX        |         1 | NC      | $-85.25       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| London Metal Exchange                            | Future                                | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         1 | NC      | $11322.72     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NatWest Markets PLC                              | Purchased ZAR / Sold USD              | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | ZA        |         1 | NC      | $113.62       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Scotland PLC                       | Purchased SEK / Sold EUR              | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | SE        |         1 | NC      | $-1884.89     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased MXN / Sold USD              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | MX        |         1 | NC      | $2493.98      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased AUD / Sold USD              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | AU        |         1 | NC      | $4396.79      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased MXN / Sold USD              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | MX        |         1 | NC      | $1921.63      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                           | Future                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         5 | NC      | $27681.95     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bills                   | CUSIP: 912797NX1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4000000 | PA      | $3999066.68   | 11.00%            | 2025-07-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold GBP              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-696.69      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                | Future                                | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               |  | DE        |        16 | NC      | $4198.81      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank NA                                      | Purchased NOK / Sold USD              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | NO        |         1 | NC      | $236.52       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $373.14       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased GBP / Sold AUD              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | GB        |         1 | NC      | $572.91       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                           | Future                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |         5 | NC      | $-5843.45     | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                                   | Purchased INR / Sold USD              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | IN        |         1 | NC      | $142.35       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Scotland PLC                       | Purchased CHF / Sold USD              | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | CH        |         1 | NC      | $3414.11      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-81.50       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased NZD / Sold USD              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | NZ        |         1 | NC      | $66.53        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased JPY / Sold USD              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | JP        |         1 | NC      | $1025.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | Purchased USD / Sold EUR              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-148.59      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased MXN / Sold USD              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | MX        |         1 | NC      | $1886.75      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CNH / Sold USD              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CN        |         1 | NC      | $754.78       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Scotland PLC                       | Purchased ZAR / Sold USD              | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | ZA        |         1 | NC      | $1858.04      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased USD / Sold MXN              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-2690.55     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $236.55       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased USD / Sold MXN              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-3136.34     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Scotland PLC                       | Purchased CHF / Sold USD              | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | CH        |         1 | NC      | $180.49       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased NOK / Sold USD              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | NO        |         1 | NC      | $1478.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased GBP / Sold AUD              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | GB        |         1 | NC      | $-276.99      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased PLN / Sold EUR              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | PL        |         1 | NC      | $190.60       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| London Metal Exchange                            | Future                                | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        -3 | NC      | $-4310.50     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| NatWest Markets PLC                              | Purchased EUR / Sold HUF              | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | XX        |         1 | NC      | $-425.29      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-326.14      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased EUR / Sold PLN              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | XX        |         1 | NC      | $-1325.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ICE Futures Europe - Financial Products Division | Future                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |        25 | NC      | $6981.24      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-280.90      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-110.99      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Minneapolis Grain Exchange                       | Future                                | CUSIP: 000000000<br>LEI: 549300RGCVWZUN04IA69 | N/A              | DCO              |  | US        |        -1 | NC      | $697.98       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-278.80      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased EUR / Sold CAD              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | XX        |         1 | NC      | $23.20        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased THB / Sold USD              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | TH        |         1 | NC      | $191.41       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Korea Exchange (Futures Market)                  | Future                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | KR        |        19 | NC      | $622.41       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Royal Bank of Scotland PLC                       | Purchased HUF / Sold USD              | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | HU        |         1 | NC      | $1911.16      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bills                   | CUSIP: 912797NA1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1500000 | PA      | $1478906.93   | 4.07%             | 2025-10-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ICE Futures Europe - Financial Products Division | Future                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |        28 | NC      | $7629.20      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased GBP / Sold USD              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | GB        |         1 | NC      | $7.49         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased USD / Sold THB              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-250.62      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold PHP              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-1053.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                | Future                                | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |        14 | NC      | $-7100.24     | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased NZD / Sold USD              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | NZ        |         1 | NC      | $441.38       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Italian Derivatives Market                       | Future                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | IT        |         3 | NC      | $5595.81      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                      | Future                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |         5 | NC      | $48329.55     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CAD / Sold USD              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CA        |         1 | NC      | $1976.47      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased GBP / Sold USD              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | GB        |         1 | NC      | $987.49       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased MXN / Sold USD              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | MX        |         1 | NC      | $1571.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-3975.18     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Scotland PLC                       | Purchased ZAR / Sold USD              | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | ZA        |         1 | NC      | $2810.01      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased INR / Sold USD              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | IN        |         1 | NC      | $126.77       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased MXN / Sold USD              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | MX        |         1 | NC      | $3844.78      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased NZD / Sold USD              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | NZ        |         1 | NC      | $652.79       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased HUF / Sold USD              | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | HU        |         1 | NC      | $696.33       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased ILS / Sold USD              | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | IL        |         1 | NC      | $1729.89      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased NOK / Sold USD              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | NO        |         1 | NC      | $1544.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FORWARDS CITIBANK COC                            | Collateral Position                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |    110000 | NS      | $110000.00    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                                   | Purchased INR / Sold USD              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | IN        |         1 | NC      | $147.19       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased USD / Sold ZAR              | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | US        |         1 | NC      | $-5.60        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased GBP / Sold JPY              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | GB        |         1 | NC      | $1019.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Scotland PLC                       | Purchased ZAR / Sold USD              | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | ZA        |         1 | NC      | $1281.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold AUD              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-1608.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ICE Futures Europe - Financial Products Division | Future                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | GB        |        14 | NC      | $-14250.10    | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-96.73       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased USD / Sold ZAR              | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | US        |         1 | NC      | $-461.64      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased GBP / Sold USD              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | GB        |         1 | NC      | $369.63       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased JPY / Sold USD              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | JP        |         1 | NC      | $-0.05        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold KRW              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-155.54      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                      | Future                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |         9 | NC      | $3149.72      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank NA                                      | Purchased MXN / Sold USD              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | MX        |         1 | NC      | $977.13       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Scotland PLC                       | Purchased USD / Sold CHF              | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | US        |         1 | NC      | $-15959.80    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased INR / Sold USD              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | IN        |         1 | NC      | $144.23       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased ZAR / Sold USD              | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | ZA        |         1 | NC      | $104.90       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased EUR / Sold JPY              | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | XX        |         1 | NC      | $2926.82      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased GBP / Sold USD              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | GB        |         1 | NC      | $4804.41      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Scotland PLC                       | Purchased CHF / Sold USD              | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | CH        |         1 | NC      | $3068.02      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE Futures Europe                               | Future                                | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DCO              |  | GB        |        -1 | NC      | $6268.79      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank NA                                      | Purchased THB / Sold USD              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | TH        |         1 | NC      | $2481.76      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased CHF / Sold USD              | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | CH        |         1 | NC      | $181.34       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ASX Clear (Futures)                              | Future                                | CUSIP: 000000000<br>LEI: 549300ZD7BBOVZFVHK49 | N/A              | DE               |  | AU        |        11 | NC      | $-2124.92     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                      | Future                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |        18 | NC      | $5011.94      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                | Future                                | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |        17 | NC      | $-2927.70     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased PLN / Sold USD              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | PL        |         1 | NC      | $2785.05      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased GBP / Sold USD              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | GB        |         1 | NC      | $1278.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased NOK / Sold USD              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | NO        |         1 | NC      | $1725.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased NZD / Sold USD              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | NZ        |         1 | NC      | $1542.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased JPY / Sold USD              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | JP        |         1 | NC      | $-0.07        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold JPY              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-26.59       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Scotland PLC                       | Purchased CHF / Sold USD              | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | CH        |         1 | NC      | $2290.04      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bills                   | CUSIP: 912797QF7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4000000 | PA      | $3950179.60   | 10.86%            | 2025-10-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased TWD / Sold USD              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | TW        |         1 | NC      | $-193.56      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ICE Futures U.S., Inc.                           | Future                                | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              |  | US        |       -25 | NC      | $15645.90     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NatWest Markets PLC                              | Purchased USD / Sold CHF              | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | US        |         1 | NC      | $-62.96       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold JPY              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $671.31       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Scotland PLC                       | Purchased ZAR / Sold USD              | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | ZA        |         1 | NC      | $323.03       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased GBP / Sold AUD              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | GB        |         1 | NC      | $-903.47      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased NOK / Sold USD              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | NO        |         1 | NC      | $1400.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| London Metal Exchange                            | Future                                | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        -1 | NC      | $5213.94      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold BRL              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-230.02      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-209.60      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased USD / Sold ILS              | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | US        |         1 | NC      | $-2175.40     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CAD / Sold USD              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CA        |         1 | NC      | $651.19       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-3508.02     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Scotland PLC                       | Purchased HUF / Sold EUR              | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | HU        |         1 | NC      | $608.95       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                      | Future                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DCO              |  | US        |         2 | NC      | $2845.51      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank NA                                      | Purchased MXN / Sold USD              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | MX        |         1 | NC      | $1183.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased KRW / Sold USD              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | KR        |         1 | NC      | $592.43       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $11914.70     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased USD / Sold NOK              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-144.86      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased PLN / Sold USD              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | PL        |         1 | NC      | $0.23         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| The Montreal Exchange / Bourse De Montreal       | Future                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CA        |         2 | NC      | $428.66       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased COP / Sold USD              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CO        |         1 | NC      | $1188.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased INR / Sold USD              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | IN        |         1 | NC      | $21.86        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Scotland PLC                       | Purchased HUF / Sold EUR              | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | HU        |         1 | NC      | $911.80       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased INR / Sold USD              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | IN        |         1 | NC      | $22.20        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| London Metal Exchange                            | Future                                | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        -1 | NC      | $-27972.25    | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased AUD / Sold JPY              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | AU        |         1 | NC      | $60.32        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                           | Future                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |        -5 | NC      | $7063.55      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $-39.92       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold KRW              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-103.81      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased NOK / Sold USD              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | NO        |         1 | NC      | $198.36       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-129.55      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased NOK / Sold USD              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | NO        |         1 | NC      | $417.69       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased AUD / Sold USD              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | AU        |         1 | NC      | $1407.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased NOK / Sold USD              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | NO        |         1 | NC      | $1168.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $368.66       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Scotland PLC                       | Purchased USD / Sold CHF              | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | US        |         1 | NC      | $-21281.91    | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased EUR / Sold SEK              | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | XX        |         1 | NC      | $5.11         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased USD / Sold SEK              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-1628.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased SEK / Sold USD              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | SE        |         1 | NC      | $525.90       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased NOK / Sold USD              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | NO        |         1 | NC      | $4322.07      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold GBP              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-1191.23     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased INR / Sold USD              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | IN        |         1 | NC      | $134.01       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased PLN / Sold EUR              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | PL        |         1 | NC      | $37.61        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased MXN / Sold USD              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | MX        |         1 | NC      | $481.87       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased USD / Sold THB              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-446.72      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased AUD / Sold GBP              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | AU        |         1 | NC      | $571.88       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $381.78       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased CHF / Sold USD              | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | CH        |         1 | NC      | $5.81         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-297.32      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ASX Clear (Futures)                              | Future                                | CUSIP: 000000000<br>LEI: 549300ZD7BBOVZFVHK49 | N/A              | DIR              |  | AU        |        19 | NC      | $5599.14      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased PLN / Sold USD              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | PL        |         1 | NC      | $340.75       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Scotland PLC                       | Purchased EUR / Sold JPY              | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | XX        |         1 | NC      | $2098.76      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased INR / Sold USD              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | IN        |         1 | NC      | $-0.66        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased SEK / Sold USD              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | SE        |         1 | NC      | $788.06       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased KRW / Sold USD              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | KR        |         1 | NC      | $1173.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased MXN / Sold USD              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | MX        |         1 | NC      | $866.82       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased ILS / Sold USD              | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | IL        |         1 | NC      | $2362.11      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                | Future                                | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               |  | DE        |         1 | NC      | $-12.33       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bills                   | CUSIP: 912797MG9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1600000 | PA      | $1592999.60   | 4.38%             | 2025-08-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased USD / Sold SGD              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-842.18      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased ILS / Sold USD              | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | IL        |         1 | NC      | $5205.51      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased MXN / Sold USD              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | MX        |         1 | NC      | $1349.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased SGD / Sold USD              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | SG        |         1 | NC      | $14463.56     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $188.17       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $948.39       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-284.20      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased GBP / Sold JPY              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | GB        |         1 | NC      | $2502.38      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Scotland PLC                       | Purchased USD / Sold CHF              | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | US        |         1 | NC      | $-8366.07     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased EUR / Sold HUF              | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | XX        |         1 | NC      | $-504.17      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased PLN / Sold USD              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | PL        |         1 | NC      | $3599.50      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | Purchased USD / Sold EUR              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-19646.02    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased NOK / Sold USD              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | NO        |         1 | NC      | $146.41       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Scotland PLC                       | Purchased HUF / Sold USD              | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | HU        |         1 | NC      | $1620.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased USD / Sold ILS              | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | US        |         1 | NC      | $-2919.01     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased NOK / Sold USD              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | NO        |         1 | NC      | $2116.08      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                           | Future                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |       -20 | NC      | $10041.64     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased AUD / Sold USD              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | AU        |         1 | NC      | $2300.39      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Scotland PLC                       | Purchased CHF / Sold USD              | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | CH        |         1 | NC      | $6351.27      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased PLN / Sold EUR              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | PL        |         1 | NC      | $226.41       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased USD / Sold NOK              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-7281.16     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold BRL              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-203.20      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FORWARDS JP MORGAN COC                           | Collateral Position                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |    660000 | NS      | $660000.00    | 1.82%             |  |  |  | No            |                  1 | On Loan: No      |
| Intercontinental Exchange, Inc.                  | Swap                                  | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |  15000000 | OU      | $329796.00    | 0.91%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE Futures U.S., Inc.                           | Future                                | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              |  | US        |         1 | NC      | $1597.64      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $813.91       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased USD / Sold ILS              | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | US        |         1 | NC      | $-194.66      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $336.39       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased NOK / Sold USD              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | NO        |         1 | NC      | $1213.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-94.80       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased PLN / Sold USD              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | PL        |         1 | NC      | $1599.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased PHP / Sold USD              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | PH        |         1 | NC      | $275.51       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased MXN / Sold USD              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | MX        |         1 | NC      | $4462.20      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | Purchased USD / Sold MYR              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-518.51      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased GBP / Sold JPY              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | GB        |         1 | NC      | $-130.64      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased USD / Sold ZAR              | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | US        |         1 | NC      | $-297.86      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $741.69       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased NZD / Sold USD              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | NZ        |         1 | NC      | $2032.05      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Commodities Exchange Center                      | Future                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |         3 | NC      | $-12015.28    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-124.81      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CHF / Sold EUR              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CH        |         1 | NC      | $488.66       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased GBP / Sold AUD              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | GB        |         1 | NC      | $-181.63      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Korea Exchange (Futures Market)                  | Future                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | KR        |         6 | NC      | $18673.60     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank NA                                      | Purchased MXN / Sold USD              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | MX        |         1 | NC      | $545.36       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased INR / Sold USD              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | IN        |         1 | NC      | $16.64        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $681.09       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased EUR / Sold JPY              | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | XX        |         1 | NC      | $4476.90      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased JPY / Sold GBP              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | JP        |         1 | NC      | $51.30        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased MXN / Sold USD              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | MX        |         1 | NC      | $2923.87      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold KRW              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-155.62      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold BRL              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-1248.54     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $399.15       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased SEK / Sold USD              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | SE        |         1 | NC      | $305.93       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold JPY              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-538.31      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| New York Mercantile Exchange                     | Future                                | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |         2 | NC      | $374.68       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe                               | Future                                | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DCO              |  | GB        |         3 | NC      | $-13063.90    | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased NZD / Sold USD              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | NZ        |         1 | NC      | $444.32       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased COP / Sold USD              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CO        |         1 | NC      | $609.53       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $383.40       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased USD / Sold NOK              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-264.55      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased GBP / Sold EUR              | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | GB        |         1 | NC      | $-733.47      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold GBP              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-9252.67     | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $342.07       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-664.22      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased HUF / Sold USD              | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | HU        |         1 | NC      | $2.25         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased USD / Sold CHF              | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | US        |         1 | NC      | $-16.00       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased USD / Sold SEK              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-7.07        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $588.09       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | Purchased EUR / Sold USD              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | XX        |         1 | NC      | $187.05       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold JPY              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-585.12      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Scotland PLC                       | Purchased ZAR / Sold USD              | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | ZA        |         1 | NC      | $1655.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased ILS / Sold USD              | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | IL        |         1 | NC      | $719.69       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased NOK / Sold USD              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | NO        |         1 | NC      | $-782.70      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased USD / Sold SEK              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-1054.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-82.38       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased AUD / Sold JPY              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | AU        |         1 | NC      | $220.13       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased EUR / Sold CHF              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | XX        |         1 | NC      | $-144.89      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Scotland PLC                       | Purchased HUF / Sold EUR              | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | HU        |         1 | NC      | $1905.39      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased NOK / Sold USD              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | NO        |         1 | NC      | $331.77       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE Futures Europe - Financial Products Division | Future                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |        12 | NC      | $-2325.11     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $437.37       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE Futures Europe - Financial Products Division | Future                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |        27 | NC      | $-4533.41     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold PLN              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-9.12        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ICE Futures U.S., Inc.                           | Future                                | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DE               |  | US        |         9 | NC      | $7612.76      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                                   | Purchased INR / Sold USD              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | IN        |         1 | NC      | $11.55        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased EUR / Sold AUD              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | XX        |         1 | NC      | $-44.51       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased MXN / Sold USD              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | MX        |         1 | NC      | $1621.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE Futures Europe                               | Future                                | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DCO              |  | GB        |         2 | NC      | $-12703.24    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Commodities Exchange Center                      | Future                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |         3 | NC      | $13307.22     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe - Financial Products Division | Future                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |         6 | NC      | $11033.02     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| South African Futures Exchange                   | Future                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | ZA        |         9 | NC      | $6403.45      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank NA                                      | Purchased USD / Sold NOK              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-207.62      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Scotland PLC                       | Purchased ZAR / Sold USD              | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | ZA        |         1 | NC      | $946.29       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $366.19       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-2655.86     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold JPY              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-535.09      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | Purchased CAD / Sold USD              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | CA        |         1 | NC      | $13.79        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE Futures U.S., Inc.                           | Future                                | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DE               |  | US        |         5 | NC      | $5043.10      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold PHP              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-472.33      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased AUD / Sold JPY              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | AU        |         1 | NC      | $300.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased USD / Sold MXN              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-2624.28     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased MXN / Sold USD              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | MX        |         1 | NC      | $2112.53      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold BRL              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-782.45      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $420.71       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased ILS / Sold USD              | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | IL        |         1 | NC      | $5504.20      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $209.06       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Scotland PLC                       | Purchased USD / Sold CHF              | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | US        |         1 | NC      | $-34464.35    | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold GBP              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-344.94      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Scotland PLC                       | Purchased ZAR / Sold USD              | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | ZA        |         1 | NC      | $482.44       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased ZAR / Sold USD              | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | ZA        |         1 | NC      | $1606.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased KRW / Sold USD              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | KR        |         1 | NC      | $398.75       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold NZD              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-1119.17     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Scotland PLC                       | Purchased GBP / Sold EUR              | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | GB        |         1 | NC      | $-2367.55     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased EUR / Sold USD              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | XX        |         1 | NC      | $4953.13      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-101.75      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased PLN / Sold EUR              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | PL        |         1 | NC      | $18.86        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Scotland PLC                       | Purchased HUF / Sold EUR              | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | HU        |         1 | NC      | $923.31       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Singapore Exchange Derivatives Clearing Ltd.     | Future                                | CUSIP: 000000000<br>LEI: 549300ZLWT3FK3F0FW61 | N/A              | DE               |  | SG        |        41 | NC      | $-675.97      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Citibank NA                                      | Purchased USD / Sold MXN              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-2045.00     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CNH              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-1554.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| London Metal Exchange                            | Future                                | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        -3 | NC      | $-4125.50     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CNH              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-183.13      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased JPY / Sold USD              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | JP        |         1 | NC      | $1164.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED KINGDOM I/L GILT                          | U.K. Inflation-Linked Gilts           | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    539935 | PA      | $711058.21    | 1.96%             | 2033-11-22      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased NZD / Sold USD              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | NZ        |         1 | NC      | $44.03        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE Futures Europe - Financial Products Division | Future                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |        39 | NC      | $-1503.96     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $912.23       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased USD / Sold NOK              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-198.94      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased ZAR / Sold USD              | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | ZA        |         1 | NC      | $-297.50      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased MXN / Sold USD              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | MX        |         1 | NC      | $218.01       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased GBP / Sold USD              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | GB        |         1 | NC      | $2792.19      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                      | Future                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |         2 | NC      | $35291.82     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold AUD              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-3.65        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $1213.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased GBP / Sold USD              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | GB        |         1 | NC      | $891.73       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased CHF / Sold USD              | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | CH        |         1 | NC      | $2.28         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased USD / Sold ZAR              | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | US        |         1 | NC      | $-239.94      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased SGD / Sold USD              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | SG        |         1 | NC      | $984.99       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $228.50       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CHF / Sold EUR              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CH        |         1 | NC      | $205.93       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased EUR / Sold USD              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | XX        |         1 | NC      | $1973.56      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold KRW              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-177.31      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ICE Futures Canada, Inc.                         | Future                                | CUSIP: 000000000<br>LEI: 549300QVU6WVGZWEYS03 | N/A              | DCO              |  | CA        |         6 | NC      | $978.73       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank NA                                      | Purchased USD / Sold NOK              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $39.44        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                           | Future                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |        -6 | NC      | $-373.74      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bills                   | CUSIP: 912797QQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1300000 | PA      | $1279833.35   | 3.52%             | 2025-11-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased EUR / Sold CAD              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | XX        |         1 | NC      | $980.71       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased PLN / Sold USD              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | PL        |         1 | NC      | $1265.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                | Future                                | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               |  | DE        |         1 | NC      | $13600.34     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank NA                                      | Purchased MXN / Sold USD              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | MX        |         1 | NC      | $2566.25      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased ILS / Sold USD              | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | IL        |         1 | NC      | $2394.09      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nasdaq Stockholm AB                              | Future                                | CUSIP: 000000000<br>LEI: 549300KBQIVNEJEZVL96 | N/A              | DE               |  | SE        |        11 | NC      | $2297.23      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank NA                                      | Purchased EUR / Sold CAD              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | XX        |         1 | NC      | $79.45        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased NZD / Sold USD              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | NZ        |         1 | NC      | $610.75       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold AUD              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-106.29      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased USD / Sold MXN              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-3458.89     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased PLN / Sold USD              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | PL        |         1 | NC      | $800.02       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $286.95       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Scotland PLC                       | Purchased ZAR / Sold USD              | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | ZA        |         1 | NC      | $3472.26      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased ILS / Sold USD              | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | IL        |         1 | NC      | $3445.86      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased NOK / Sold USD              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | NO        |         1 | NC      | $1457.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-323.18      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $979.21       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased EUR / Sold GBP              | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | XX        |         1 | NC      | $470.86       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold PLN              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-0.69        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CAD / Sold USD              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CA        |         1 | NC      | $61.59        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased ILS / Sold USD              | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | IL        |         1 | NC      | $1456.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased INR / Sold USD              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | IN        |         1 | NC      | $-2.71        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $971.49       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased USD / Sold NOK              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-2517.96     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                                 | French Republic Government Bonds OAT  | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |    554590 | PA      | $617146.38    | 1.70%             | 2034-07-25      | Fixed         | 0.60%                 | Yes           |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased NOK / Sold USD              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | NO        |         1 | NC      | $217.50       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CNH              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-52.24       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $359.99       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased SEK / Sold USD              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | SE        |         1 | NC      | $-69.92       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased NZD / Sold USD              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | NZ        |         1 | NC      | $1391.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| New York Mercantile Exchange                     | Future                                | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |         3 | NC      | $-15895.13    | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                            | Future                                | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         1 | NC      | $-439.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased KRW / Sold USD              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | KR        |         1 | NC      | $442.96       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased PLN / Sold USD              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | PL        |         1 | NC      | $1642.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold JPY              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $2.80         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased AUD / Sold USD              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | AU        |         1 | NC      | $1365.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold PLN              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-2577.70     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold AUD              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-1297.39     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased USD / Sold NOK              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-4579.15     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased HUF / Sold USD              | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | HU        |         1 | NC      | $61.13        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Scotland PLC                       | Purchased ZAR / Sold USD              | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | ZA        |         1 | NC      | $997.50       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Scotland PLC                       | Purchased CHF / Sold USD              | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | CH        |         1 | NC      | $1294.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased NOK / Sold USD              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | NO        |         1 | NC      | $685.54       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased AUD / Sold USD              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | AU        |         1 | NC      | $835.13       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold BRL              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-232.10      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold JPY              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-21.18       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased ZAR / Sold USD              | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | ZA        |         1 | NC      | $127.88       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold NZD              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-1668.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased USD / Sold ZAR              | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | US        |         1 | NC      | $-318.33      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Scotland PLC                       | Purchased EUR / Sold JPY              | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | XX        |         1 | NC      | $8695.62      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased MXN / Sold USD              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | MX        |         1 | NC      | $305.59       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Scotland PLC                       | Purchased CHF / Sold USD              | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | CH        |         1 | NC      | $18446.24     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                      | Future                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DCO              |  | US        |         2 | NC      | $-1204.54     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Citibank NA                                      | Purchased SGD / Sold USD              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | SG        |         1 | NC      | $1687.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased COP / Sold USD              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CO        |         1 | NC      | $-46.75       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                           | Future                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |        -2 | NC      | $1982.92      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Royal Bank of Scotland PLC                       | Purchased CHF / Sold USD              | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | CH        |         1 | NC      | $2736.91      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased PLN / Sold EUR              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | PL        |         1 | NC      | $460.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased MXN / Sold USD              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | MX        |         1 | NC      | $1636.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CAD / Sold USD              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CA        |         1 | NC      | $717.94       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased JPY / Sold USD              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | JP        |         1 | NC      | $0.16         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased JPY / Sold USD              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | JP        |         1 | NC      | $1512.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold GBP              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-1.54        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased USD / Sold ZAR              | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | US        |         1 | NC      | $-438.81      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CAD / Sold USD              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CA        |         1 | NC      | $3.30         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $2889.44      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased AUD / Sold USD              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | AU        |         1 | NC      | $560.57       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| New York Mercantile Exchange                     | Future                                | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |         4 | NC      | $11272.96     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased PLN / Sold USD              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | PL        |         1 | NC      | $932.74       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold NZD              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-27.88       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| London Metal Exchange                            | Future                                | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         5 | NC      | $13915.94     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank NA                                      | Purchased USD / Sold THB              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-190.91      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased EUR / Sold AUD              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | XX        |         1 | NC      | $748.90       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased SEK / Sold USD              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | SE        |         1 | NC      | $1194.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Euronext NV                                      | Future                                | CUSIP: 000000000<br>LEI: 724500QJ4QSZ3H9QU415 | N/A              | DCO              |  | FR        |        -8 | NC      | $9055.50      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased NZD / Sold USD              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | NZ        |         1 | NC      | $453.50       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $330.97       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE Futures U.S., Inc.                           | Future                                | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DFE              |  | US        |        -4 | NC      | $7782.96      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank NA                                      | Purchased NOK / Sold USD              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | NO        |         1 | NC      | $1308.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold KRW              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-170.13      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased AUD / Sold USD              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | AU        |         1 | NC      | $1.86         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased COP / Sold USD              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CO        |         1 | NC      | $-49.71       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased AUD / Sold USD              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | AU        |         1 | NC      | $657.76       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| London Metal Exchange                            | Future                                | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         2 | NC      | $2592.47      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank NA                                      | Purchased SGD / Sold USD              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | SG        |         1 | NC      | $454.98       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased TWD / Sold USD              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | TW        |         1 | NC      | $1335.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased SEK / Sold USD              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | SE        |         1 | NC      | $1202.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased HUF / Sold USD              | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | HU        |         1 | NC      | $9.81         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased USD / Sold ZAR              | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | US        |         1 | NC      | $-1904.06     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased MXN / Sold USD              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | MX        |         1 | NC      | $708.58       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased ILS / Sold USD              | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | IL        |         1 | NC      | $165.79       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased NZD / Sold USD              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | NZ        |         1 | NC      | $2182.91      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased EUR / Sold SEK              | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | XX        |         1 | NC      | $18.24        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased HUF / Sold USD              | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | HU        |         1 | NC      | $1225.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased NOK / Sold USD              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | NO        |         1 | NC      | $-204.04      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased NOK / Sold USD              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | NO        |         1 | NC      | $495.90       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased AUD / Sold USD              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | AU        |         1 | NC      | $757.07       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Scotland PLC                       | Purchased ZAR / Sold USD              | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | ZA        |         1 | NC      | $541.45       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Scotland PLC                       | Purchased ZAR / Sold USD              | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | ZA        |         1 | NC      | $1316.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $762.18       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                           | Future                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         9 | NC      | $14139.72     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $459.25       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased EUR / Sold CHF              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | XX        |         1 | NC      | $-814.47      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CAD / Sold USD              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CA        |         1 | NC      | $2489.33      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased MXN / Sold USD              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | MX        |         1 | NC      | $939.19       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Scotland PLC                       | Purchased USD / Sold CHF              | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | US        |         1 | NC      | $-1738.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased MXN / Sold USD              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | MX        |         1 | NC      | $237.55       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased USD / Sold THB              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-149.01      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased GBP / Sold USD              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | GB        |         1 | NC      | $2687.04      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Scotland PLC                       | Purchased ZAR / Sold USD              | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | ZA        |         1 | NC      | $3750.71      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased PLN / Sold EUR              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | PL        |         1 | NC      | $449.95       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased CHF / Sold USD              | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | CH        |         1 | NC      | $6.86         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased NOK / Sold USD              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | NO        |         1 | NC      | $2641.89      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $820.81       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased SGD / Sold USD              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | SG        |         1 | NC      | $580.91       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased AUD / Sold JPY              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | AU        |         1 | NC      | $312.77       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                | Future                                | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |        10 | NC      | $-9961.47     | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold NZD              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-1356.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased CHF / Sold USD              | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | CH        |         1 | NC      | $3420.87      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| The Montreal Exchange / Bourse De Montreal       | Future                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CA        |         6 | NC      | $5263.61      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                            | Future                                | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        -2 | NC      | $-4363.28     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Royal Bank of Scotland PLC                       | Purchased ZAR / Sold USD              | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | ZA        |         1 | NC      | $4248.13      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Scotland PLC                       | Purchased GBP / Sold EUR              | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | GB        |         1 | NC      | $-2587.82     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased PLN / Sold USD              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | PL        |         1 | NC      | $469.38       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Scotland PLC                       | Purchased USD / Sold CHF              | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | US        |         1 | NC      | $-6318.72     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased EUR / Sold USD              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | XX        |         1 | NC      | $4906.48      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| The Montreal Exchange / Bourse De Montreal       | Future                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | CA        |         7 | NC      | $16435.24     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures U.S., Inc.                           | Future                                | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              |  | US        |        -3 | NC      | $-1126.78     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Inflation-Indexed Notes | CUSIP: 91282CML2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1016400 | PA      | $1034009.76   | 2.84%             | 2035-01-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased SEK / Sold USD              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | SE        |         1 | NC      | $321.70       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased USD / Sold MXN              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-2418.84     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-351.92      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Scotland PLC                       | Purchased GBP / Sold EUR              | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | GB        |         1 | NC      | $-2007.91     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                           | Future                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |        -8 | NC      | $4141.06      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased EUR / Sold CHF              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | XX        |         1 | NC      | $-366.78      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased SEK / Sold USD              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | SE        |         1 | NC      | $123.10       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased PLN / Sold EUR              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | PL        |         1 | NC      | $-32.16       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased SEK / Sold USD              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | SE        |         1 | NC      | $4002.48      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased MXN / Sold USD              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | MX        |         1 | NC      | $1346.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased MXN / Sold USD              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | MX        |         1 | NC      | $2767.38      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased PLN / Sold USD              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | PL        |         1 | NC      | $1832.84      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased NZD / Sold USD              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | NZ        |         1 | NC      | $612.23       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold BRL              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-223.15      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased MXN / Sold USD              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | MX        |         1 | NC      | $1792.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CNH / Sold USD              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CN        |         1 | NC      | $546.59       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Osaka Exchange                                   | Future                                | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DE               |  | JP        |         6 | NC      | $29331.97     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Royal Bank of Scotland PLC                       | Purchased HUF / Sold EUR              | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | HU        |         1 | NC      | $845.89       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Singapore Exchange Derivatives Clearing Ltd.     | Future                                | CUSIP: 000000000<br>LEI: 549300ZLWT3FK3F0FW61 | N/A              | DE               |  | SG        |         6 | NC      | $5474.98      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Bank & Trust Co.                    | Purchased CAD / Sold USD              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | CA        |         1 | NC      | $-14.49       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Scotland PLC                       | Purchased CHF / Sold USD              | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | CH        |         1 | NC      | $266.97       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased NOK / Sold USD              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | NO        |         1 | NC      | $1761.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased EUR / Sold CHF              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | XX        |         1 | NC      | $-515.63      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                | Future                                | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |        12 | NC      | $-10256.58    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Citibank NA                                      | Purchased GBP / Sold JPY              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | GB        |         1 | NC      | $822.50       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased EUR / Sold PLN              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | XX        |         1 | NC      | $-465.88      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased GBP / Sold USD              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | GB        |         1 | NC      | $3695.54      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold JPY              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-2930.73     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Euronext NV                                      | Future                                | CUSIP: 000000000<br>LEI: 724500QJ4QSZ3H9QU415 | N/A              | DCO              |  | FR        |         1 | NC      | $-808.58      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Citibank NA                                      | Purchased MXN / Sold USD              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | MX        |         1 | NC      | $2322.61      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased MXN / Sold USD              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | MX        |         1 | NC      | $2147.37      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased USD / Sold THB              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-203.78      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| New York Mercantile Exchange                     | Future                                | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |         3 | NC      | $-17388.78    | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| National Stock Exchange Of India                 | Future                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | IN        |         6 | NC      | $4830.86      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                            | Future                                | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         1 | NC      | $1291.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NatWest Markets PLC                              | Purchased CHF / Sold USD              | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | CH        |         1 | NC      | $876.50       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased NZD / Sold USD              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | NZ        |         1 | NC      | $1540.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $790.14       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased JPY / Sold USD              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | JP        |         1 | NC      | $-0.07        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased PLN / Sold EUR              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | PL        |         1 | NC      | $615.22       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased EUR / Sold HUF              | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | XX        |         1 | NC      | $-578.96      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased ZAR / Sold USD              | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | ZA        |         1 | NC      | $260.28       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased CHF / Sold USD              | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | CH        |         1 | NC      | $2626.90      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased GBP / Sold JPY              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | GB        |         1 | NC      | $3705.24      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased ILS / Sold USD              | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | IL        |         1 | NC      | $2594.49      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $35.34        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CNH              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-4076.71     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Scotland PLC                       | Purchased ZAR / Sold USD              | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | ZA        |         1 | NC      | $867.48       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $508.55       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-43.35       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-172.72      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased PLN / Sold USD              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | PL        |         1 | NC      | $1105.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold NZD              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-2260.78     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | Purchased USD / Sold GBP              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-235.58      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased USD / Sold CHF              | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | US        |         1 | NC      | $-1.22        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased NOK / Sold USD              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | NO        |         1 | NC      | $4515.42      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased PLN / Sold USD              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | PL        |         1 | NC      | $3327.82      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold AUD              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-1591.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased NOK / Sold USD              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | NO        |         1 | NC      | $-31.20       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased SGD / Sold USD              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | SG        |         1 | NC      | $956.64       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Scotland PLC                       | Purchased CHF / Sold USD              | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | CH        |         1 | NC      | $23694.99     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Scotland PLC                       | Purchased SEK / Sold EUR              | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | SE        |         1 | NC      | $-3211.36     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased GBP / Sold USD              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | GB        |         1 | NC      | $856.68       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold BRL              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-235.13      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Scotland PLC                       | Purchased HUF / Sold EUR              | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | HU        |         1 | NC      | $1383.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $589.67       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased GBP / Sold USD              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | GB        |         1 | NC      | $6511.77      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased SGD / Sold USD              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | SG        |         1 | NC      | $552.75       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Inflation-Indexed Notes | CUSIP: 91282CNB3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1007640 | PA      | $1014894.93   | 2.79%             | 2030-04-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CNH / Sold USD              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CN        |         1 | NC      | $0.40         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased INR / Sold USD              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | IN        |         1 | NC      | $19.93        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CAD / Sold USD              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CA        |         1 | NC      | $1643.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Scotland PLC                       | Purchased HUF / Sold EUR              | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | HU        |         1 | NC      | $1277.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hong Kong Futures Exchange Ltd.                  | Future                                | CUSIP: 000000000<br>LEI: 213800YTVSXYQN17BW16 | N/A              | DE               |  | HK        |         7 | NC      | $-899.22      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased GBP / Sold USD              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | GB        |         1 | NC      | $3104.96      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased EUR / Sold GBP              | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | XX        |         1 | NC      | $166.73       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased GBP / Sold USD              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | GB        |         1 | NC      | $2613.63      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold JPY              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $81.43        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE Futures U.S., Inc.                           | Future                                | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              |  | US        |        -1 | NC      | $2022.74      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank NA                                      | Purchased THB / Sold USD              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | TH        |         1 | NC      | $152.54       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased JPY / Sold EUR              | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | JP        |         1 | NC      | $-130.87      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased USD / Sold SEK              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-324.45      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased GBP / Sold JPY              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | GB        |         1 | NC      | $1888.93      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased PHP / Sold USD              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | PH        |         1 | NC      | $305.37       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased PLN / Sold USD              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | PL        |         1 | NC      | $1259.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased NOK / Sold USD              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | NO        |         1 | NC      | $1550.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased PLN / Sold USD              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | PL        |         1 | NC      | $1167.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased USD / Sold THB              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-217.27      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold BRL              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-223.78      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased GBP / Sold JPY              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | GB        |         1 | NC      | $718.92       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                          | Swap                                  | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCO              |  | US        |   2975865 | OU      | $17723.20     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold JPY              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $307.71       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold BRL              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-2500.92     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $988.92       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased NZD / Sold USD              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | NZ        |         1 | NC      | $930.58       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Scotland PLC                       | Purchased ZAR / Sold USD              | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | ZA        |         1 | NC      | $2519.54      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased INR / Sold USD              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | IN        |         1 | NC      | $235.46       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased EUR / Sold CAD              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | XX        |         1 | NC      | $1894.23      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased GBP / Sold USD              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | GB        |         1 | NC      | $65.22        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-3294.57     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Scotland PLC                       | Purchased CHF / Sold USD              | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | CH        |         1 | NC      | $5414.10      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased MXN / Sold USD              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | MX        |         1 | NC      | $251.05       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased INR / Sold USD              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | IN        |         1 | NC      | $142.62       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased NOK / Sold USD              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | NO        |         1 | NC      | $1359.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Scotland PLC                       | Purchased HUF / Sold USD              | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | HU        |         1 | NC      | $2796.84      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                      | Future                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |        18 | NC      | $9311.94      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CAD / Sold USD              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CA        |         1 | NC      | $0.08         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | Purchased USD / Sold EUR              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-57.77       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased INR / Sold USD              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | IN        |         1 | NC      | $87.28        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased PLN / Sold USD              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | PL        |         1 | NC      | $1373.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased MXN / Sold USD              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | MX        |         1 | NC      | $2912.72      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $920.43       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                           | Future                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         5 | NC      | $16963.60     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-3543.73     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased NOK / Sold USD              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | NO        |         1 | NC      | $1482.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| London Metal Exchange                            | Future                                | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |       -12 | NC      | $-41199.40    | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CAD / Sold USD              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CA        |         1 | NC      | $0.30         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $501.21       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $273.88       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CNH / Sold USD              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CN        |         1 | NC      | $242.11       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bills                   | CUSIP: 912797QE0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7600000 | PA      | $7511973.68   | 20.66%            | 2025-10-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased JPY / Sold USD              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | JP        |         1 | NC      | $3.02         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased GBP / Sold USD              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | GB        |         1 | NC      | $1078.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased NZD / Sold USD              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | NZ        |         1 | NC      | $477.45       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased AUD / Sold USD              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | AU        |         1 | NC      | $658.97       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased SEK / Sold USD              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | SE        |         1 | NC      | $13.26        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Euronext NV                                      | Future                                | CUSIP: 000000000<br>LEI: 724500QJ4QSZ3H9QU415 | N/A              | DCO              |  | FR        |        -5 | NC      | $1430.16      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                                   | Purchased INR / Sold USD              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | IN        |         1 | NC      | $-239.53      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Scotland PLC                       | Purchased ZAR / Sold USD              | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | ZA        |         1 | NC      | $812.52       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Scotland PLC                       | Purchased USD / Sold CHF              | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | US        |         1 | NC      | $-6423.28     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased USD / Sold THB              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-136.94      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold PHP              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-886.21      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Scotland PLC                       | Purchased USD / Sold CHF              | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | US        |         1 | NC      | $-381.10      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold EUR              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-9543.51     | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold JPY              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-216.27      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased INR / Sold USD              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | IN        |         1 | NC      | $24.78        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold AUD              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-3710.53     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold PLN              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-1436.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold KRW              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-99.24       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                           | Future                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |        -6 | NC      | $7204.12      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NatWest Markets PLC                              | Purchased HUF / Sold EUR              | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | HU        |         1 | NC      | $563.88       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Singapore Exchange Derivatives Clearing Ltd.     | Future                                | CUSIP: 000000000<br>LEI: 549300ZLWT3FK3F0FW61 | N/A              | DE               |  | SG        |        10 | NC      | $5005.06      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NatWest Markets PLC                              | Purchased USD / Sold HUF              | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | US        |         1 | NC      | $-6.30        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Scotland PLC                       | Purchased USD / Sold CHF              | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | US        |         1 | NC      | $-24190.03    | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bills                   | CUSIP: 912797PY7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6500000 | PA      | $6434777.51   | 17.70%            | 2025-09-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased MXN / Sold USD              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | MX        |         1 | NC      | $1673.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold GBP              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-3901.16     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased EUR / Sold PLN              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | XX        |         1 | NC      | $-300.11      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased ILS / Sold USD              | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | IL        |         1 | NC      | $1763.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased USD / Sold ZAR              | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | US        |         1 | NC      | $-433.10      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased PHP / Sold USD              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | PH        |         1 | NC      | $-3207.69     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold PHP              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-995.79      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased MXN / Sold USD              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | MX        |         1 | NC      | $1868.73      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased NZD / Sold USD              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | NZ        |         1 | NC      | $1468.59      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-125.82      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $587.86       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold AUD              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-20.15       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased EUR / Sold HUF              | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | XX        |         1 | NC      | $-187.16      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased ZAR / Sold USD              | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | ZA        |         1 | NC      | $-642.41      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased EUR / Sold USD              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | XX        |         1 | NC      | $1671.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased USD / Sold NOK              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-211.73      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                           | Future                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         8 | NC      | $8212.26      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NatWest Markets PLC                              | Purchased EUR / Sold JPY              | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | XX        |         1 | NC      | $639.56       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased PHP / Sold USD              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | PH        |         1 | NC      | $31.57        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Inflation-Indexed Notes | CUSIP: 91282CLV1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    509705 | PA      | $515997.51    | 1.42%             | 2029-10-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased MXN / Sold USD              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | MX        |         1 | NC      | $2154.94      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased GBP / Sold AUD              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | GB        |         1 | NC      | $1943.74      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased SEK / Sold USD              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | SE        |         1 | NC      | $-269.52      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| New York Mercantile Exchange                     | Future                                | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |         1 | NC      | $3508.24      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank NA                                      | Purchased NOK / Sold USD              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | NO        |         1 | NC      | $2113.74      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased MXN / Sold USD              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | MX        |         1 | NC      | $2704.82      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $189.18       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                           | Future                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        -2 | NC      | $-1720.37     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NatWest Markets PLC                              | Purchased ZAR / Sold USD              | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | ZA        |         1 | NC      | $327.67       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased EUR / Sold CAD              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | XX        |         1 | NC      | $613.33       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased USD / Sold SGD              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-5301.74     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| ASX Clear (Futures)                              | Future                                | CUSIP: 000000000<br>LEI: 549300ZD7BBOVZFVHK49 | N/A              | DIR              |  | AU        |        40 | NC      | $5028.87      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Singapore Exchange Derivatives Clearing Ltd.     | Future                                | CUSIP: 000000000<br>LEI: 549300ZLWT3FK3F0FW61 | N/A              | DE               |  | SG        |         5 | NC      | $35436.99     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| NatWest Markets PLC                              | Purchased USD / Sold ILS              | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | US        |         1 | NC      | $-4370.83     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CAD / Sold USD              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CA        |         1 | NC      | $0.18         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased COP / Sold USD              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CO        |         1 | NC      | $1221.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $-95.97       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased MXN / Sold USD              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | MX        |         1 | NC      | $3048.31      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased PLN / Sold USD              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | PL        |         1 | NC      | $392.99       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased EUR / Sold GBP              | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | XX        |         1 | NC      | $732.64       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FORWARDS NATIONAL WESTMIN COC                    | Collateral Position                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |    240000 | NS      | $240000.00    | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| NatWest Markets PLC                              | Purchased HUF / Sold USD              | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | HU        |         1 | NC      | $229.73       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $433.11       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $836.87       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased CHF / Sold USD              | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | CH        |         1 | NC      | $699.10       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold KRW              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-159.76      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased PLN / Sold USD              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | PL        |         1 | NC      | $966.91       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased MXN / Sold USD              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | MX        |         1 | NC      | $725.11       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-1045.43     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased COP / Sold USD              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CO        |         1 | NC      | $1359.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased SGD / Sold USD              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | SG        |         1 | NC      | $956.45       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased NZD / Sold USD              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | NZ        |         1 | NC      | $570.84       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased AUD / Sold USD              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | AU        |         1 | NC      | $4858.47      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased ILS / Sold USD              | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | IL        |         1 | NC      | $2499.65      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold BRL              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-200.31      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Korea Exchange (Futures Market)                  | Future                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | KR        |         6 | NC      | $1554.77      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased EUR / Sold CHF              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | XX        |         1 | NC      | $-1155.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased NOK / Sold USD              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | NO        |         1 | NC      | $356.10       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $347.67       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CNH / Sold USD              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CN        |         1 | NC      | $180.73       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased USD / Sold SEK              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-3213.51     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $681.38       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased INR / Sold USD              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | IN        |         1 | NC      | $-2769.26     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased PLN / Sold USD              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | PL        |         1 | NC      | $1.83         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $377.35       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Scotland PLC                       | Purchased USD / Sold CHF              | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | US        |         1 | NC      | $-9550.75     | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-166.91      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-07-15

**Name of Applicant:** AMERICAN BEACON FUNDS

**Signature:** Sonia Bates

**Name of Signer:** Sonia Bates

**Title:** Treasurer