# EDGAR Filing Document

**Accession Number:** 0000809593
**File Stem:** 0001410368-26-013295
**Filing Date:** 2026-2
**Character Count:** 234043
**Document Hash:** ae10c363f0c3e18453b7d447ed63ac59
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-013295.hdr.sgml**: 20260218

**ACCESSION NUMBER**: 0001410368-26-013295

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260218

**DATE AS OF CHANGE**: 20260218

**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:** 26646183

**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 Managed Futures Strategy Fund (Series ID: S000046078)

| Class ID   | Class Name     | Ticker Symbol   |
|:---|:---|:---|
| C000144085 | A CLASS        | AHLAX           |
| C000144086 | C CLASS        | AHLCX           |
| C000144087 | Y CLASS        | AHLYX           |
| C000144088 | R5 Class       | AHLIX           |
| C000144089 | INVESTOR CLASS | AHLPX           |

## 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 Managed Futures Strategy Fund

- **b. EDGAR series identifier (if any):** S000046078

- **c. LEI of Series:** 549300WR54AL1HDJ8J03

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

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

- **b. Date as of which information is reported:** 2025-12-31

**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:** $1530842031.48

**Total Liabilities:** $28424467.55

**Net Assets:** $1502417563.93

**Amount of Assets Invested in Other Investment Companies:** $231833540.58

**Cash Not Reported:** $171209409.44

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

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000144085 | 2.42%                | 1.75%                | 1.97%                |
| Class ID C000144086 | 2.44%                | 1.73%                | 1.94%                |
| Class ID C000144087 | 2.39%                | 1.83%                | 2.01%                |
| Class ID C000144088 | 2.48%                | 1.81%                | 2.03%                |
| Class ID C000144089 | 2.43%                | 1.86%                | 1.94%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $33672690.05             | $-226627.05                                |
| Month 2  | $8619002.68              | $-61816.82                                 |
| Month 3  | $12480573.52             | $165263.66                                 |

### 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 CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $5621.67      | 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      | $5636.14      | 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      | $5604.98      | 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      | $5668.38      | 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      | $5703.95      | 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      | $5720.61      | 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      | $8617.55      | 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      | $2880.84      | 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      | $5657.27      | 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      | $2856.42      | 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      | $2828.63      | 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      | $2828.63      | 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      | $5611.66      | 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      | $5655.04      | 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      | $5686.17      | 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      | $2843.64      | 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      | $2863.19      | 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      | $5687.28      | 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      | $5686.31      | 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      | $5676.17      | 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      | $2831.97      | 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      | $2799.71      | 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      | $2834.19      | 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      | $2850.31      | 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      | $2840.31      | 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      | $2854.75      | 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      | $2841.42      | 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      | $2854.75      | 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      | $2876.40      | 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      | $5537.04      | 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      | $5662.83      | 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      | $2841.97      | 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      | $5685.06      | 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      | $5667.27      | 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      | $2868.63      | 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      | $5708.39      | 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      | $5660.60      | 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      | $2844.75      | 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      | $2841.42      | 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      | $2835.86      | 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      | $2835.86      | 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      | $5724.94      | 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      | $5727.38      | 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      | $2845.86      | 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      | $2867.52      | 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      | $2871.96      | 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      | $5706.17      | 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      | $2825.30      | 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      | $2861.41      | 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      | $2848.08      | 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      | $5540.39      | 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      | $5707.28      | 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      | $2839.75      | 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      | $2945.68      | 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      | $2949.00      | 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      | $5818.25      | 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      | $5814.92      | 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      | $5880.29      | 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      | $5964.37      | 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      | $5961.05      | 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      | $5968.79      | 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      | $5814.92      | 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      | $2979.97      | 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      | $8903.15      | 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      | $2913.00      | 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      | $5746.14      | 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      | $5885.82      | 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      | $5756.13      | 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      | $2909.68      | 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      | $5756.13      | 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      | $5827.12      | 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      | $5786.09      | 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      | $5803.84      | 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      | $2915.22      | 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      | $2938.48      | 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      | $8828.74      | 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      | $5932.30      | 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      | $5912.39      | 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      | $5953.31      | 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      | $242934.70    | 0.02%             |  |  |  | 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      | $436664.71    | 0.03%             |  |  |  | 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      | $532510.16    | 0.04%             |  |  |  | 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      | $539771.59    | 0.04%             |  |  |  | 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      | $487728.51    | 0.03%             |  |  |  | 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      | $442045.08    | 0.03%             |  |  |  | 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      | $293190.32    | 0.02%             |  |  |  | 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      | $290876.96    | 0.02%             |  |  |  | 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      | $12639.41     | 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      | $630079.80    | 0.04%             |  |  |  | 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      | $204759.49    | 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      | $155636.53    | 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      | $312607.19    | 0.02%             |  |  |  | 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      | $359830.32    | 0.02%             |  |  |  | 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      | $577194.88    | 0.04%             |  |  |  | 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      | $146592.23    | 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      | $643131.28    | 0.04%             |  |  |  | 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      | $124063.81    | 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      | $360279.77    | 0.02%             |  |  |  | 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      | $639115.07    | 0.04%             |  |  |  | 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      | $361360.87    | 0.02%             |  |  |  | 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      | $59437.89     | 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      | $136020.77    | 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      | $20951.70     | 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      | $21296.55     | 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      | $21770.75     | 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      | $18498.84     | 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      | $34102.24     | 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      | $26789.93     | 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      | $7812.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased MXN / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | MX        |         1 | NC      | $2785465.62   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Scotland PLC                       | Purchased PEN / Sold USD | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | PE        |         1 | NC      | $328810.74    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased USD / Sold MXN | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-990310.02   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased USD / Sold MXN | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-1773283.79  | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $60967.07     | 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      | $26054.89     | 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      | $71368.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Scotland PLC                       | Purchased USD / Sold PEN | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | US        |         1 | NC      | $-2586.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased NOK / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | NO        |         1 | NC      | $-14702.79    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased NOK / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | NO        |         1 | NC      | $-12797.30    | -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      | $-63044.91    | -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      | $602397.44    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $150222.18    | 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      | $140426.97    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased NOK / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | NO        |         1 | NC      | $-225201.82   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased NOK / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | NO        |         1 | NC      | $-14711.94    | -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      | $126294.29    | 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      | $49533.19     | 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      | $128259.17    | 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      | $46917.04     | 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      | $336573.10    | 0.02%             |  |  |  | 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      | $12262.02     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased NOK / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | NO        |         1 | NC      | $252842.14    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased NOK / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | NO        |         1 | NC      | $47890.46     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased USD / Sold NOK | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-292671.32   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased USD / Sold NOK | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-150640.60   | -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      | $119877.60    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased USD / Sold NOK | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-90975.65    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased USD / Sold NOK | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-18807.30    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Scotland PLC                       | Purchased EUR / Sold SEK | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | XX        |         1 | NC      | $-144491.63   | -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      | $168949.00    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Scotland PLC                       | Purchased EUR / Sold SEK | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | XX        |         1 | NC      | $-93263.51    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased USD / Sold NOK | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-22844.59    | -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      | $105097.20    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Scotland PLC                       | Purchased EUR / Sold SEK | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | XX        |         1 | NC      | $-23764.31    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased USD / Sold NOK | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $2050.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased USD / Sold NOK | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $326.50       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Scotland PLC                       | Purchased EUR / Sold SEK | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | XX        |         1 | NC      | $-6493.91     | -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      | $92629.73     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased USD / Sold SGD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-2766921.41  | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased COP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CO        |         1 | NC      | $8666.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased USD / Sold SGD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-44988.21    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Scotland PLC                       | Purchased EUR / Sold GBP | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | XX        |         1 | NC      | $-708224.08   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased USD / Sold SGD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-25835.04    | -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      | $-1651948.25  | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold PHP | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-2027.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased SGD / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | SG        |         1 | NC      | $72045.30     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased USD / Sold NOK | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-3509.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold COP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $8505.31      | 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      | $29486.90     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Scotland PLC                       | Purchased USD / Sold PEN | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | US        |         1 | NC      | $-4455.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased USD / Sold NOK | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-9328.68     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased USD / Sold SGD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-15897.59    | -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      | $-2555.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased USD / Sold TWD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $10032.61     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Scotland PLC                       | Purchased EUR / Sold SEK | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | XX        |         1 | NC      | $-3890.58     | -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      | $661278.02    | 0.04%             |  |  |  | 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      | $6504.07      | 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      | $-1904430.80  | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold KRW | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-37499.51    | -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      | $-37957.66    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased USD / Sold NOK | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-52116.78    | -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      | $1074938.53   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold COP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-28305.45    | -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      | $75900.63     | 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      | $-318315.12   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased USD / Sold NOK | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-153602.86   | -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      | $-49398.73    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased USD / Sold SGD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-47585.03    | -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      | $-2213.76     | -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      | $-35559.67    | -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      | $-47360.54    | -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      | $-45327.42    | -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      | $-931.04      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Scotland PLC                       | Purchased EUR / Sold SEK | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | XX        |         1 | NC      | $-10717.36    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased USD / Sold SGD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-100767.05   | -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      | $-45353.70    | -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      | $-960.96      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased USD / Sold NOK | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-146581.92   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased USD / Sold NOK | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-138019.75   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Scotland PLC                       | Purchased EUR / Sold SEK | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | XX        |         1 | NC      | $-56103.49    | -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      | $1234359.50   | 0.08%             |  |  |  | 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      | $83811.14     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased USD / Sold SGD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-36944.19    | -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      | $205535.08    | 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      | $-191.92      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Scotland PLC                       | Purchased EUR / Sold SEK | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | XX        |         1 | NC      | $-32441.22    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased USD / Sold NOK | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-118428.21   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold COP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $94.94        | 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      | $259953.41    | 0.02%             |  |  |  | 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      | $7657.43      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Scotland PLC                       | Purchased EUR / Sold SEK | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | XX        |         1 | NC      | $-25366.03    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased USD / Sold NOK | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-75472.02    | -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      | $-38423.09    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased USD / Sold NOK | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-15294.43    | -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      | $940829.52    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased AUD / Sold JPY | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | AU        |         1 | NC      | $594739.63    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CNH / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CN        |         1 | NC      | $364892.22    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold KRW | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-35048.84    | -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      | $29582.30     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased GBP / Sold JPY | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | GB        |         1 | NC      | $1824325.40   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased GBP / Sold JPY | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | GB        |         1 | NC      | $170579.04    | 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      | $-2677.54     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased SEK / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | SE        |         1 | NC      | $141374.70    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased EUR / Sold CAD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | XX        |         1 | NC      | $-274493.56   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased EUR / Sold CAD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | XX        |         1 | NC      | $-107791.76   | -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      | $-37750.53    | -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      | $-42834.73    | -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      | $326366.29    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold PHP | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $115479.91    | 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      | $-38253.73    | -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      | $78736.54     | 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      | $9264.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold COP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-19110.83    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased THB / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | TH        |         1 | NC      | $38993.79     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased USD / Sold TWD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $32015.30     | 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      | $-32445.92    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased GBP / Sold JPY | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | GB        |         1 | NC      | $23695.94     | 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      | $-692.94      | -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      | $-294.93      | -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      | $-81884.69    | -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      | $184978.67    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased USD / Sold TWD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $2070.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased USD / Sold SGD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-20523.11    | -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      | $-32248.58    | -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      | $31366.32     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased THB / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | TH        |         1 | NC      | $27581.24     | 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      | $-49260.34    | -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      | $306617.12    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold KRW | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-34934.35    | -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      | $4292.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased SEK / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | SE        |         1 | NC      | $230858.24    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased AUD / Sold JPY | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | AU        |         1 | NC      | $24533.81     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased GBP / Sold JPY | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | GB        |         1 | NC      | $11981.05     | 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      | $-504012.54   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold BRL | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $504625.81    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased AUD / Sold JPY | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | AU        |         1 | NC      | $28419.91     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased SEK / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | SE        |         1 | NC      | $389993.27    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold KRW | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-36232.85    | -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      | $101247.46    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased SGD / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | SG        |         1 | NC      | $14721.37     | 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      | $-46954.73    | -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      | $-38833.42    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased THB / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | TH        |         1 | NC      | $26476.39     | 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      | $10328.84     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold COP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-24731.65    | -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      | $-35430.10    | -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      | $13244.22     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased GBP / Sold JPY | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | GB        |         1 | NC      | $13730.10     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased SEK / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | SE        |         1 | NC      | $199553.45    | 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      | $64674.07     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased SGD / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | SG        |         1 | NC      | $21184.02     | 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      | $-35848.62    | -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      | $-97219.72    | -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      | $14536.06     | 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      | $3161.58      | 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      | $-5511.90     | -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      | $4641.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased SEK / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | SE        |         1 | NC      | $69989.60     | 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      | $-41768.45    | -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      | $-2602394.58  | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold KRW | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-54412.54    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased THB / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | TH        |         1 | NC      | $27363.26     | 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      | $-50210.29    | -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      | $7558.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased CAD / Sold EUR | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CA        |         1 | NC      | $427.40       | 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      | $481035.54    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased PLN / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | PL        |         1 | NC      | $145592.55    | 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      | $-8833.53     | -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      | $-6721.34     | -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      | $-7694.81     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold COP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-49090.09    | -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      | $-4806.59     | -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      | $-59006.37    | -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      | $-53292.68    | -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      | $39328.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased SGD / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | SG        |         1 | NC      | $43218.89     | 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      | $28520.82     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased CAD / Sold EUR | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CA        |         1 | NC      | $-229.41      | -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      | $10970.14     | 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      | $35153.76     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased SEK / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | SE        |         1 | NC      | $134977.81    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased JPY / Sold GBP | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | JP        |         1 | NC      | $-7487.21     | -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      | $-16672.12    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased USD / Sold TWD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $278436.44    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased AUD / Sold JPY | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | AU        |         1 | NC      | $1200.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Scotland PLC                       | Purchased JPY / Sold EUR | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | JP        |         1 | NC      | $-7346.64     | -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      | $5807.79      | 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      | $-3595.17     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold COP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-36775.24    | -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      | $-9651.12     | -0.00%            |  |  |  | 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      | $-245275.80   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold KRW | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-50439.76    | -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      | $54359.10     | 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      | $-53256.91    | -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      | $-214306.02   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased CAD / Sold EUR | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CA        |         1 | NC      | $3435.24      | 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      | $201336.24    | 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      | $-34887.31    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased THB / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | TH        |         1 | NC      | $83050.26     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased AUD / Sold GBP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | AU        |         1 | NC      | $-10038.19    | -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      | $8344.43      | 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      | $-19.03       | -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      | $-95.38       | -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      | $-11.06       | -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      | $4262.90      | 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      | $-8.63        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased SEK / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | SE        |         1 | NC      | $81.87        | 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      | $112555.43    | 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      | $20109.21     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased SEK / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | SE        |         1 | NC      | $61066.56     | 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      | $316898.44    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold KRW | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-57126.06    | -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      | $-4027.39     | -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      | $16998.55     | 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      | $9303.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased SGD / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | SG        |         1 | NC      | $22305.62     | 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      | $-3714.24     | -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      | $80253.89     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased THB / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | TH        |         1 | NC      | $13091.28     | 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      | $-50768.64    | -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      | $-61492.26    | -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      | $-33590.26    | -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      | $-10806.37    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased SEK / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | SE        |         1 | NC      | $37610.99     | 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      | $4676.01      | 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      | $6527.43      | 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      | $-12836.49    | -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      | $-6307.38     | -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      | $19074.69     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased CAD / Sold EUR | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CA        |         1 | NC      | $3239.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased USD / Sold SEK | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-27.92       | -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      | $-114698.82   | -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      | $0.37         | 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      | $0.17         | 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      | $-14.20       | -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      | $1630.24      | 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      | $-61757.02    | -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      | $11861.59     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased THB / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | TH        |         1 | NC      | $1685.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased SGD / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | SG        |         1 | NC      | $50418.30     | 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      | $-3576.25     | -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      | $80167.04     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased AUD / Sold GBP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | AU        |         1 | NC      | $-4489.33     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased SEK / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | SE        |         1 | NC      | $41500.58     | 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      | $4905.40      | 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      | $10950.90     | 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      | $49.23        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased SEK / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | SE        |         1 | NC      | $0.86         | 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      | $-18.56       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased SGD / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | SG        |         1 | NC      | $38782.66     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased TWD / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | TW        |         1 | NC      | $4018.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased THB / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | TH        |         1 | NC      | $-1791.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased TWD / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | TW        |         1 | NC      | $8392.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased TWD / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | TW        |         1 | NC      | $3930.70      | 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      | $-2047.15     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased CAD / Sold EUR | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CA        |         1 | NC      | $5411.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Scotland PLC                       | Purchased ILS / Sold USD | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | IL        |         1 | NC      | $345754.88    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CAD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-1.77        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased USD / Sold SEK | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-50.83       | -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      | $118201.87    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased TWD / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | TW        |         1 | NC      | $1967.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Scotland PLC                       | Purchased ILS / Sold USD | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | IL        |         1 | NC      | $564691.13    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Scotland PLC                       | Purchased ILS / Sold USD | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | IL        |         1 | NC      | $248300.63    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased TWD / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | TW        |         1 | NC      | $3240.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased TWD / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | TW        |         1 | NC      | $10816.55     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased TWD / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | TW        |         1 | NC      | $11974.53     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased SEK / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | SE        |         1 | NC      | $60927.22     | 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      | $1041.67      | 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      | $21914.36     | 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      | $-9.30        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased SGD / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | SG        |         1 | NC      | $24996.80     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased TWD / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | TW        |         1 | NC      | $4463.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased TWD / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | TW        |         1 | NC      | $9472.28      | 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      | $85528.39     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased THB / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | TH        |         1 | NC      | $-3672.19     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased TWD / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | TW        |         1 | NC      | $8512.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased SEK / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | SE        |         1 | NC      | $50907.38     | 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      | $6164.05      | 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      | $74695.87     | 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      | $-21918.56    | -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      | $259787.05    | 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      | $-264828.87   | -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      | $-13516.02    | -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      | $-12755.91    | -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      | $10326.06     | 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      | $-31738.20    | -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      | $459528.15    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold COP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-723541.18   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased SGD / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | SG        |         1 | NC      | $22775.03     | 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      | $-2236.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased THB / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | TH        |         1 | NC      | $-4370.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased TWD / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | TW        |         1 | NC      | $10236.24     | 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      | $6130.76      | 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      | $4305.13      | 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      | $-448.43      | -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      | $70036.41     | 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      | $-4758.97     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Scotland PLC                       | Purchased ILS / Sold USD | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | IL        |         1 | NC      | $52555.80     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Scotland PLC                       | Purchased EUR / Sold HUF | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | XX        |         1 | NC      | $-19594.83    | -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      | $17367.56     | 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      | $28.42        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased SEK / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | SE        |         1 | NC      | $19.68        | 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      | $2009.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased AUD / Sold EUR | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | AU        |         1 | NC      | $276209.05    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased JPY / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | JP        |         1 | NC      | $-2.02        | -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      | $283907.83    | 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      | $-20049.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Scotland PLC                       | Purchased EUR / Sold SEK | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | XX        |         1 | NC      | $-284690.12   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Scotland PLC                       | Purchased PEN / Sold USD | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | PE        |         1 | NC      | $1112.20      | 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      | $-0.77        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold COP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-29417.41    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased SEK / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | SE        |         1 | NC      | $25543.27     | 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      | $907.97       | 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      | $21841.85     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Scotland PLC                       | Purchased EUR / Sold HUF | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | XX        |         1 | NC      | $-50474.69    | -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      | $-2838.15     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased SGD / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | SG        |         1 | NC      | $12225.12     | 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      | $60305.50     | 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      | $14813.28     | 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      | $17370.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased THB / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | TH        |         1 | NC      | $-7482.46     | -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      | $-1731.73     | -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      | $-46733.65    | -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      | $27023.09     | 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      | $137.54       | 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      | $-1480.74     | -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      | $17.60        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Scotland PLC                       | Purchased USD / Sold HUF | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | US        |         1 | NC      | $-223.04      | -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      | $-23949.65    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold COP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $7977.53      | 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      | $3232.67      | 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      | $2308.12      | 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      | $2006.13      | 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      | $-53793.10    | -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      | $-968.22      | -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      | $-46379.05    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased SGD / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | SG        |         1 | NC      | $17719.33     | 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      | $60846.68     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Scotland PLC                       | Purchased EUR / Sold HUF | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | XX        |         1 | NC      | $-8712.94     | -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      | $-1940.08     | -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      | $1508.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased SEK / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | SE        |         1 | NC      | $7454.35      | 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      | $-866.59      | -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      | $6401.48      | 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      | $3737.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased CAD / Sold EUR | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CA        |         1 | NC      | $3554.47      | 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      | $-4111.03     | -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      | $-2639.49     | -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      | $-5.65        | -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      | $35.14        | 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      | $13.29        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Scotland PLC                       | Purchased USD / Sold HUF | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | US        |         1 | NC      | $-17.55       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased SEK / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | SE        |         1 | NC      | $30.45        | 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      | $-38394.81    | -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      | $-37748.90    | -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      | $-1858.34     | -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      | $33104.81     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased SGD / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | SG        |         1 | NC      | $1264.97      | 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      | $9124.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased SEK / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | SE        |         1 | NC      | $5535.81      | 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      | $-1369.07     | -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      | $4223.67      | 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      | $565.99       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Scotland PLC                       | Purchased EUR / Sold HUF | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | XX        |         1 | NC      | $-22858.59    | -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      | $5437.23      | 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      | $1.27         | 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      | $-7.48        | -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      | $-22229.46    | -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      | $-58435.28    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased SGD / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | SG        |         1 | NC      | $-49978.60    | -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      | $315189.87    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased TWD / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | TW        |         1 | NC      | $1488.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Scotland PLC                       | Purchased JPY / Sold EUR | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | JP        |         1 | NC      | $-4111.20     | -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      | $16905.52     | 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      | $2660.38      | 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      | $58890.69     | 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      | $122933.06    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased KRW / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | KR        |         1 | NC      | $315642.36    | 0.02%             |  |  |  | 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      | $3885.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Scotland PLC                       | Purchased EUR / Sold HUF | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | XX        |         1 | NC      | $-137889.72   | -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      | $1161.47      | 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      | $-7.08        | -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      | $53.68        | 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      | $-0.55        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased TWD / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | TW        |         1 | NC      | $20085.94     | 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      | $96.21        | 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      | $253053.72    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased KRW / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | KR        |         1 | NC      | $27315.36     | 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      | $7310.67      | 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      | $-66074.61    | -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      | $9587.22      | 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      | $10429.26     | 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      | $-16218.71    | -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      | $-7540.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased SGD / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | SG        |         1 | NC      | $-12748.27    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased CAD / Sold EUR | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CA        |         1 | NC      | $-2783.67     | -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      | $12423.93     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Scotland PLC                       | Purchased EUR / Sold HUF | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | XX        |         1 | NC      | $-18958.40    | -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      | $-55300.78    | -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      | $-12.22       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased SEK / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | SE        |         1 | NC      | $-2462.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased SEK / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | SE        |         1 | NC      | $-8997.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased SEK / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | SE        |         1 | NC      | $-4631.23     | -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      | $-14.87       | -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      | $16.09        | 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      | $-10.05       | -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      | $3.60         | 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      | $6.39         | 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      | $-24.03       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Scotland PLC                       | Purchased EUR / Sold HUF | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | XX        |         1 | NC      | $-21605.31    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased SGD / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | SG        |         1 | NC      | $-68812.54    | -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      | $-20801.60    | -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      | $11344.22     | 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      | $-15358.61    | -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      | $9544.09      | 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      | $7450.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Scotland PLC                       | Purchased USD / Sold HUF | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | US        |         1 | NC      | $-9779.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased AUD / Sold EUR | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | AU        |         1 | NC      | $-5178.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased CAD / Sold EUR | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CA        |         1 | NC      | $-5021.17     | -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      | $-3295.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased SEK / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | SE        |         1 | NC      | $-60186.60    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased JPY / Sold GBP | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | JP        |         1 | NC      | $-11582.72    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Scotland PLC                       | Purchased USD / Sold ZAR | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | US        |         1 | NC      | $-92089.47    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased KRW / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | KR        |         1 | NC      | $-19542.86    | -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      | $-15716.87    | -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      | $-14582.11    | -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      | $-8945.83     | -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      | $15437.61     | 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      | $13.48        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Scotland PLC                       | Purchased USD / Sold HUF | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | US        |         1 | NC      | $-8.88        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased SEK / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | SE        |         1 | NC      | $-21.43       | -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      | $-1829.92     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased JPY / Sold AUD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | JP        |         1 | NC      | $16410.67     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Scotland PLC                       | Purchased JPY / Sold EUR | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | JP        |         1 | NC      | $-5499.45     | -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      | $4700.09      | 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      | $-18365.94    | -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      | $0.94         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased NOK / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | NO        |         1 | NC      | $-154596.59   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased NOK / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | NO        |         1 | NC      | $-30303.95    | -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      | $-1341.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold COP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $36960.63     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased SEK / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | SE        |         1 | NC      | $-1911.34     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased NOK / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | NO        |         1 | NC      | $-37887.01    | -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      | $-3658.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased SGD / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | SG        |         1 | NC      | $-834.40      | -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      | $12731.53     | 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      | $-68091.50    | -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      | $-5126.53     | -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      | $-16596.73    | -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      | $24801.61     | 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      | $66434.18     | 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      | $-12155.66    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased SEK / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | SE        |         1 | NC      | $-2659.13     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased USD / Sold SEK | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $16594.13     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased SGD / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | SG        |         1 | NC      | $-1823.21     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased SGD / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | SG        |         1 | NC      | $-2614.99     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased SGD / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | SG        |         1 | NC      | $364.23       | 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      | $9552.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased SGD / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | SG        |         1 | NC      | $-2268.54     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased USD / Sold THB | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-4904.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased SGD / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | SG        |         1 | NC      | $-1701.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased AUD / Sold EUR | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | AU        |         1 | NC      | $-2968.99     | -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      | $-391.03      | -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      | $5721.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased SGD / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | SG        |         1 | NC      | $-1421.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased SEK / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | SE        |         1 | NC      | $-17535.20    | -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      | $-640.28      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Scotland PLC                       | Purchased EUR / Sold SEK | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | XX        |         1 | NC      | $3632.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased NOK / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | NO        |         1 | NC      | $-4180.05     | -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      | $-4.08        | -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      | $-5.42        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased SGD / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | SG        |         1 | NC      | $-3834.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased SGD / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | SG        |         1 | NC      | $-3275.91     | -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      | $6126.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased SEK / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | SE        |         1 | NC      | $-1822.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased NOK / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | NO        |         1 | NC      | $-2716.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased SGD / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | SG        |         1 | NC      | $-1076.13     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased USD / Sold SEK | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $657.98       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased CAD / Sold EUR | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CA        |         1 | NC      | $-2005.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased AUD / Sold EUR | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | AU        |         1 | NC      | $-7078.73     | -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      | $-1077.19     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold COP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-5999.78     | -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      | $-584.57      | -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      | $41.89        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased JPY / Sold AUD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | JP        |         1 | NC      | $444.82       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Scotland PLC                       | Purchased JPY / Sold EUR | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | JP        |         1 | NC      | $-1739.21     | -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      | $-1441.35     | -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      | $-5713.43     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased JPY / Sold GBP | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | JP        |         1 | NC      | $-1713.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased SGD / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | SG        |         1 | NC      | $-2398.78     | -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      | $6069.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bills      | CUSIP: 912797PD3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 110000000 | PA      | $109782852.30 | 7.31%             | 2026-01-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bills      | CUSIP: 912797PM3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 205000000 | PA      | $204025997.85 | 13.58%            | 2026-02-19      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bills      | CUSIP: 912797PV3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 150000000 | PA      | $148883232.00 | 9.91%             | 2026-03-19      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bills      | CUSIP: 912797QD2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 200000000 | PA      | $197963882.00 | 13.18%            | 2026-04-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bills      | CUSIP: 912797RV1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  50000000 | PA      | $49695630.50  | 3.31%             | 2026-03-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bills      | CUSIP: 912797SB4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 150000000 | PA      | $148980417.00 | 9.92%             | 2026-03-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bills      | CUSIP: 912797SM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 100000000 | PA      | $98910802.00  | 6.58%             | 2026-04-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bills      | CUSIP: 912797SP3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 150000000 | PA      | $148159770.00 | 9.86%             | 2026-05-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bills      | CUSIP: 912797SV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 120000000 | PA      | $118376839.20 | 7.88%             | 2026-05-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FORWARDS CITIBANK COC                            | Collateral Position      | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |  14690000 | NS      | $14690000.00  | 0.98%             |  |  |  | No            |                  1 | On Loan: No      |
| FORWARDS NATIONAL WESTMIN COC                    | Collateral Position      | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |  15950000 | NS      | $15950000.00  | 1.06%             |  |  |  | No            |                  1 | On Loan: No      |
| FORWARDS HSBC COCLLATERAL                        | Collateral Position      | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |  17720000 | NS      | $17720000.00  | 1.18%             |  |  |  | No            |                  1 | On Loan: No      |
| FORWARDS STATE STREET COC USD                    | Collateral Position      | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | GB        |    330000 | NS      | $330000.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FORWARDS BNP PARIBAS COC                         | Collateral Position      | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   4080000 | NS      | $4080000.00   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures U.S. Energy Division                 | Future                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |       -24 | NC      | $-17890.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures U.S. Energy Division                 | Future                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |      -112 | NC      | $78300.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures U.S. Energy Division                 | Future                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |      -112 | NC      | $-52460.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures U.S. Energy Division                 | Future                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |       -24 | NC      | $-16690.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures U.S. Energy Division                 | Future                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |       -24 | NC      | $1910.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures U.S. Energy Division                 | Future                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |       -24 | NC      | $-15130.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures U.S. Energy Division                 | Future                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |       -24 | NC      | $13970.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures U.S. Energy Division                 | Future                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |       -24 | NC      | $18590.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures U.S. Energy Division                 | Future                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |       -24 | NC      | $-12490.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| New York Mercantile Exchange                     | Future                   | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |      -668 | NC      | $165132.27    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures U.S. Energy Division                 | Future                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |      -112 | NC      | $100490.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures U.S. Energy Division                 | Future                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |      -112 | NC      | $-59390.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures U.S. Energy Division                 | Future                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |      -112 | NC      | $-180070.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                      | Future                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     -1091 | NC      | $-143174.22   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe - Financial Products Division | Future                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |     -2345 | NC      | $193088.27    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                      | Future                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |      1103 | NC      | $-263053.76   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe - Financial Products Division | Future                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |      2613 | NC      | $141087.27    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                      | Future                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DFE              |  | US        |       450 | NC      | $-111404.50   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe - Financial Products Division | Future                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |     -1450 | NC      | $-229942.57   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe - Financial Products Division | Future                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |      1845 | NC      | $-167083.05   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe - Financial Products Division | Future                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |     -1577 | NC      | $-161943.73   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| New York Mercantile Exchange                     | Future                   | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |      -397 | NC      | $-183763.42   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures U.S., Inc.                           | Future                   | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              |  | US        |     -2238 | NC      | $2879553.14   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                           | Future                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |       369 | NC      | $-872607.51   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures U.S., Inc.                           | Future                   | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              |  | US        |       184 | NC      | $-2711195.44  | -0.18%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                           | Future                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |      -871 | NC      | $283192.91    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                           | Future                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |     -1060 | NC      | $1972681.62   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                            | Future                   | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |      1165 | NC      | $5664789.94   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                            | Future                   | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |      -566 | NC      | $-1335641.92  | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                            | Future                   | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |       129 | NC      | $6247143.63   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                            | Future                   | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |       -87 | NC      | $-1402851.11  | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                            | Future                   | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |       319 | NC      | $-2768.38     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                            | Future                   | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |      -419 | NC      | $132060.49    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                            | Future                   | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |       290 | NC      | $495786.62    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                            | Future                   | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |      -290 | NC      | $264852.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| New York Mercantile Exchange                     | Future                   | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |       -65 | NC      | $73992.35     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe                               | Future                   | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DCO              |  | GB        |      -330 | NC      | $-441219.00   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                      | Future                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DFE              |  | US        |      -197 | NC      | $-377584.22   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures U.S., Inc.                           | Future                   | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              |  | US        |      -477 | NC      | $483748.82    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                      | Future                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |       203 | NC      | $-10593.46    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Osaka Exchange                                   | Future                   | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DE               |  | JP        |       281 | NC      | $385066.66    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                | Future                   | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               |  | DE        |      1032 | NC      | $825041.40    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                            | Future                   | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |       137 | NC      | $540543.02    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                            | Future                   | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |      -147 | NC      | $-1429933.46  | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                            | Future                   | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |       470 | NC      | $1083948.40   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                            | Future                   | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |      -202 | NC      | $-272255.50   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                            | Future                   | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |       288 | NC      | $99110.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                            | Future                   | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |      -150 | NC      | $-136579.88   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                            | Future                   | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        50 | NC      | $894625.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                      | Future                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DFE              |  | US        |       496 | NC      | $-133733.82   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures U.S., Inc.                           | Future                   | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DE               |  | US        |       674 | NC      | $793698.90    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                           | Future                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |        -2 | NC      | $470.42       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures U.S., Inc.                           | Future                   | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              |  | US        |        -6 | NC      | $1285.64      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                      | Future                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DFE              |  | US        |      2096 | NC      | $545987.48    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Singapore Exchange Derivatives Clearing Ltd.     | Future                   | CUSIP: 000000000<br>LEI: 549300ZLWT3FK3F0FW61 | N/A              | DE               |  | SG        |       235 | NC      | $-122889.97   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                | Future                   | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               |  | DE        |        49 | NC      | $498615.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                      | Future                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DFE              |  | US        |     -4081 | NC      | $4073914.88   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures U.S., Inc.                           | Future                   | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DE               |  | US        |       550 | NC      | $117993.58    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| New York Mercantile Exchange                     | Future                   | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |       -59 | NC      | $49348.21     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                      | Future                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DFE              |  | US        |       469 | NC      | $-152649.72   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Commodities Exchange Center                      | Future                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |       177 | NC      | $2307668.38   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                      | Future                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |      1162 | NC      | $-364212.54   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| South African Futures Exchange                   | Future                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | ZA        |       343 | NC      | $457570.04    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe                               | Future                   | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DCO              |  | GB        |       -84 | NC      | $506440.61    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe                               | Future                   | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DCO              |  | GB        |       -20 | NC      | $-52603.01    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                           | Future                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |         2 | NC      | $-4194.58     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                           | Future                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |      -359 | NC      | $39436.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                           | Future                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |      -714 | NC      | $841571.30    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                            | Future                   | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |       -10 | NC      | $-140275.80   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Commodities Exchange Center                      | Future                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |       246 | NC      | $2887850.01   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                      | Future                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DCO              |  | US        |        50 | NC      | $-64703.50    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures U.S., Inc.                           | Future                   | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              |  | US        |      -178 | NC      | $478911.99    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Korea Exchange (Futures Market)                  | Future                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | KR        |       260 | NC      | $1075215.48   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Commodities Exchange Center                      | Future                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |        78 | NC      | $6964908.16   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe                               | Future                   | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DCO              |  | GB        |        55 | NC      | $-12393.27    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| The Montreal Exchange / Bourse De Montreal       | Future                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CA        |        87 | NC      | $-1639.72     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Italian Derivatives Market                       | Future                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | IT        |       252 | NC      | $866543.91    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe - Financial Products Division | Future                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | GB        |       625 | NC      | $1632561.83   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                      | Future                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DCO              |  | US        |       167 | NC      | $50550.91     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Euronext NV                                      | Future                   | CUSIP: 000000000<br>LEI: 724500QJ4QSZ3H9QU415 | N/A              | DCO              |  | FR        |     -1629 | NC      | $332050.37    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures U.S., Inc.                           | Future                   | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              |  | US        |        -2 | NC      | $-8244.72     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                | Future                   | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |     -1264 | NC      | $-9837.46     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                | Future                   | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |     -6834 | NC      | $1011689.16   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                | Future                   | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |      -674 | NC      | $-11097.51    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                | Future                   | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |      -522 | NC      | $948605.93    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                | Future                   | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |       675 | NC      | $-326116.11   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                | Future                   | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |       161 | NC      | $-30014.40    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                | Future                   | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |        41 | NC      | $-28461.82    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe                               | Future                   | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DCO              |  | GB        |       -85 | NC      | $-149515.40   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                           | Future                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        69 | NC      | $-105786.53   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                           | Future                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       233 | NC      | $-226926.81   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                           | Future                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -27 | NC      | $-3280.39     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                      | Future                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |        96 | NC      | $-116141.64   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                      | Future                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |       354 | NC      | $-1268264.10  | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                           | Future                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       197 | NC      | $-75262.88    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                           | Future                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      -526 | NC      | $-43356.82    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe - Financial Products Division | Future                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |       328 | NC      | $249163.53    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ASX Clear (Futures)                              | Future                   | CUSIP: 000000000<br>LEI: 549300ZD7BBOVZFVHK49 | N/A              | DIR              |  | AU        |     -1818 | NC      | $-218719.65   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| The Montreal Exchange / Bourse De Montreal       | Future                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CA        |      -307 | NC      | $-118559.69   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| New York Mercantile Exchange                     | Future                   | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |        27 | NC      | $481182.48    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Nasdaq Stockholm AB                              | Future                   | CUSIP: 000000000<br>LEI: 549300KBQIVNEJEZVL96 | N/A              | DE               |  | SE        |      2167 | NC      | $1684149.39   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| New York Mercantile Exchange                     | Future                   | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |       115 | NC      | $512985.38    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Hong Kong Futures Exchange Ltd.                  | Future                   | CUSIP: 000000000<br>LEI: 213800YTVSXYQN17BW16 | N/A              | DE               |  | HK        |       138 | NC      | $-29068.36    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Minneapolis Grain Exchange                       | Future                   | CUSIP: 000000000<br>LEI: 549300RGCVWZUN04IA69 | N/A              | DCO              |  | US        |        -1 | NC      | $-39.52       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Canada, Inc.                         | Future                   | CUSIP: 000000000<br>LEI: 549300QVU6WVGZWEYS03 | N/A              | DCO              |  | CA        |      -596 | NC      | $123303.36    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Osaka Exchange                                   | Future                   | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DIR              |  | JP        |      -356 | NC      | $2230643.11   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Singapore Exchange Derivatives Clearing Ltd.     | Future                   | CUSIP: 000000000<br>LEI: 549300ZLWT3FK3F0FW61 | N/A              | DE               |  | SG        |      2082 | NC      | $-117375.38   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Singapore Exchange Derivatives Clearing Ltd.     | Future                   | CUSIP: 000000000<br>LEI: 549300ZLWT3FK3F0FW61 | N/A              | DE               |  | SG        |       438 | NC      | $-1468.67     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Minneapolis Grain Exchange                       | Future                   | CUSIP: 000000000<br>LEI: 549300RGCVWZUN04IA69 | N/A              | DCO              |  | US        |      -386 | NC      | $155068.55    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hong Kong Futures Exchange Ltd.                  | Future                   | CUSIP: 000000000<br>LEI: 213800YTVSXYQN17BW16 | N/A              | DE               |  | HK        |       147 | NC      | $-189619.15   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| The Montreal Exchange / Bourse De Montreal       | Future                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CA        |        65 | NC      | $-10771.56    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ASX Clear (Futures)                              | Future                   | CUSIP: 000000000<br>LEI: 549300ZD7BBOVZFVHK49 | N/A              | DIR              |  | AU        |     -5163 | NC      | $-295862.26   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Euronext NV                                      | Future                   | CUSIP: 000000000<br>LEI: 724500QJ4QSZ3H9QU415 | N/A              | DE               |  | FR        |       451 | NC      | $46550.02     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| The Montreal Exchange / Bourse De Montreal       | Future                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | CA        |       250 | NC      | $433493.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ASX Clear (Futures)                              | Future                   | CUSIP: 000000000<br>LEI: 549300ZD7BBOVZFVHK49 | N/A              | DE               |  | AU        |        84 | NC      | $-34464.28    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Euronext NV                                      | Future                   | CUSIP: 000000000<br>LEI: 724500QJ4QSZ3H9QU415 | N/A              | DCO              |  | FR        |      -287 | NC      | $47339.81     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures U.S., Inc.                           | Future                   | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DFE              |  | US        |       -61 | NC      | $-24434.31    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                      | Future                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DFE              |  | US        |     10231 | NC      | $4102820.14   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures U.S. Energy Division                 | Future                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |       -12 | NC      | $3075.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures U.S. Energy Division                 | Future                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |       -12 | NC      | $-33075.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures U.S. Energy Division                 | Future                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |       -12 | NC      | $13395.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures U.S. Energy Division                 | Future                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |       -12 | NC      | $-4335.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures U.S. Energy Division                 | Future                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |       -12 | NC      | $4575.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures U.S. Energy Division                 | Future                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |       -12 | NC      | $1035.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures U.S. Energy Division                 | Future                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |       -12 | NC      | $-17115.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures U.S. Energy Division                 | Future                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |       -12 | NC      | $12885.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures U.S. Energy Division                 | Future                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |       -12 | NC      | $9615.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures U.S. Energy Division                 | Future                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |       -12 | NC      | $-195.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures U.S. Energy Division                 | Future                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |       -12 | NC      | $2655.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures U.S. Energy Division                 | Future                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |       -12 | NC      | $-19005.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                      | Future                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DFE              |  | US        |     -1104 | NC      | $285869.76    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Korea Exchange (Futures Market)                  | Future                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | KR        |      -869 | NC      | $-228436.54   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Korea Exchange (Futures Market)                  | Future                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | KR        |     -1590 | NC      | $-251008.22   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Bursa Malaysia                                   | Future                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | MY        |      -390 | NC      | $17503.45     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| National Stock Exchange Of India                 | Future                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | IN        |       723 | NC      | $-174160.84   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Singapore Exchange Derivatives Clearing Ltd.     | Future                   | CUSIP: 000000000<br>LEI: 549300ZLWT3FK3F0FW61 | N/A              | DE               |  | SG        |       511 | NC      | $928613.71    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2026-01-21

**Name of Applicant:** AMERICAN BEACON FUNDS

**Signature:** Melinda Heika

**Name of Signer:** Melinda Heika

**Title:** Treasurer