# EDGAR Filing Document

**Accession Number:** 0001096012
**File Stem:** 0001410368-26-034089
**Filing Date:** 2026-3
**Character Count:** 83797
**Document Hash:** e79ff343f5c240ff00c74d90d442266f
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-034089.hdr.sgml**: 20260331

**ACCESSION NUMBER**: 0001410368-26-034089

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260131

**FILED AS OF DATE**: 20260331

**DATE AS OF CHANGE**: 20260331

**PERIOD START**: 20260131

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** AMERICAN BEACON SELECT FUNDS
- **CENTRAL INDEX KEY:** 0001096012

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-09603
- **FILM NUMBER:** 26817663

**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 SELECT FUNDS
- **DATE OF NAME CHANGE:** 20011130

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** AMERICAN SELECT FUNDS
- **DATE OF NAME CHANGE:** 19990929

## Series and Classes Contracts Data

### American Beacon AHL Trend ETF (Series ID: S000081302)

| Class ID   | Class Name                    | Ticker Symbol   |
|:---|:---|:---|
| C000243995 | American Beacon AHL Trend ETF | AHLT            |

## 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 SELECT FUNDS

- **b. Investment Company Act file number:** 811-09603

- **c. CIK number of Registrant:** 0001096012

- **d. LEI of Registrant:** 549300HER2YKJJ5HAP90

- **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 Trend ETF

- **b. EDGAR series identifier (if any):** S000081302

- **c. LEI of Series:** 5493000JZMOMGDU1D795

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

- **a. Date of fiscal year-end:** 2026-01-31

- **b. Date as of which information is reported:** 2026-01-31

**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:** $51523826.89

**Total Liabilities:** $1473834.11

**Net Assets:** $50049992.78

**Amount of Assets Invested in Other Investment Companies:** $10001997.08

**Cash Not Reported:** $5405568.04

**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 C000243995 | 2.78%                | 3.74%                | 6.98%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-215614.58              | $2098.70                                   |
| Month 2  | $-114661.32              | $9564.88                                   |
| Month 3  | $-150561.58              | $-11366.68                                 |

### 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 USD / Sold JPY | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $4115.11      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold JPY | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $3881.11      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold JPY | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $8055.93      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold JPY | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $4261.16      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold JPY | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $6051.22      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased JPY / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | JP        |         1 | NC      | $2628.98      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CAD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-34053.07    | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CAD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-131194.64   | -0.26%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CAD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-94654.66    | -0.19%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold NZD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-54646.64    | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold NZD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-41130.02    | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold NZD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-131383.74   | -0.26%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased NZD / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | NZ        |         1 | NC      | $4557.22      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CAD / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CA        |         1 | NC      | $15005.81     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CAD / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CA        |         1 | NC      | $10905.11     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased NZD / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | NZ        |         1 | NC      | $2093.59      | 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      | $172125.08    | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased AUD / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | AU        |         1 | NC      | $21309.21     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased AUD / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | AU        |         1 | NC      | $179921.62    | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased NZD / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | NZ        |         1 | NC      | $11688.35     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased AUD / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | AU        |         1 | NC      | $46800.35     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CAD / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CA        |         1 | NC      | $15045.60     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased AUD / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | AU        |         1 | NC      | $50504.99     | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CAD / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CA        |         1 | NC      | $12843.71     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased NZD / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | NZ        |         1 | NC      | $11322.94     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CAD / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CA        |         1 | NC      | $12662.44     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased AUD / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | AU        |         1 | NC      | $35787.64     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased NZD / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | NZ        |         1 | NC      | $11288.69     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased GBP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | GB        |         1 | NC      | $77255.97     | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased AUD / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | AU        |         1 | NC      | $38094.01     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased GBP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | GB        |         1 | NC      | $26391.89     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CAD / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CA        |         1 | NC      | $10934.92     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold JPY | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-87.48       | -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      | $10541.56     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased GBP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | GB        |         1 | NC      | $4761.63      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased NZD / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | NZ        |         1 | NC      | $2472.49      | 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      | $8810.34      | 0.02%             |  |  |  | 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      | $-17139.29    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased AUD / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | AU        |         1 | NC      | $3586.31      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Scotland PLC                       | Purchased CHF / Sold USD | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | CH        |         1 | NC      | $3019.30      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased GBP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | GB        |         1 | NC      | $14078.33     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CAD / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CA        |         1 | NC      | $8565.28      | 0.02%             |  |  |  | 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      | $2928.94      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CAD / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CA        |         1 | NC      | $6863.94      | 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      | $3245.06      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold JPY | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-839.58      | -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      | $9408.07      | 0.02%             |  |  |  | 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      | $2348.09      | 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      | $-821.86      | -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      | $5745.14      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CAD / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CA        |         1 | NC      | $4538.00      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased GBP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | GB        |         1 | NC      | $11534.57     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased GBP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | GB        |         1 | NC      | $12683.39     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CAD / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CA        |         1 | NC      | $2919.08      | 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      | $29599.70     | 0.06%             |  |  |  | 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      | $3801.99      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased NZD / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | NZ        |         1 | NC      | $13284.71     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold JPY | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-397.43      | -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      | $2187.24      | 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      | $1869.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased NZD / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | NZ        |         1 | NC      | $18674.88     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CAD / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CA        |         1 | NC      | $2871.62      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Scotland PLC                       | Purchased CHF / Sold USD | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | CH        |         1 | NC      | $4095.01      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased NZD / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | NZ        |         1 | NC      | $7573.03      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased GBP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | GB        |         1 | NC      | $31341.74     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased AUD / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | AU        |         1 | NC      | $55577.71     | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CAD / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CA        |         1 | NC      | $2339.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased NZD / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | NZ        |         1 | NC      | $4020.78      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Scotland PLC                       | Purchased CHF / Sold USD | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | CH        |         1 | NC      | $2221.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased GBP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | GB        |         1 | NC      | $13440.89     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased AUD / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | AU        |         1 | NC      | $25546.42     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased GBP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | GB        |         1 | NC      | $12550.88     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased JPY / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | JP        |         1 | NC      | $2432.47      | 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      | $16421.47     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CAD / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CA        |         1 | NC      | $3340.04      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased NZD / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | NZ        |         1 | NC      | $2436.79      | 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      | $2852.00      | 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      | $15575.53     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased GBP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | GB        |         1 | NC      | $2283.47      | 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      | $7702.20      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased AUD / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | AU        |         1 | NC      | $17172.49     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CAD / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CA        |         1 | NC      | $3824.65      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased GBP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | GB        |         1 | NC      | $4582.62      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold JPY | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-1910.88     | -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      | $1360.56      | 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      | $16146.14     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold NZD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-4785.58     | -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      | $22476.22     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CAD / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CA        |         1 | NC      | $1027.28      | 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      | $-5088.14     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased GBP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | GB        |         1 | NC      | $8488.34      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased AUD / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | AU        |         1 | NC      | $13084.11     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased GBP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | GB        |         1 | NC      | $4824.28      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold GBP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-1334.73     | -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      | $2798.93      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased JPY / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | JP        |         1 | NC      | $2082.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased AUD / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | AU        |         1 | NC      | $10288.89     | 0.02%             |  |  |  | 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      | $-7110.50     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CAD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-20045.31    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased AUD / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | AU        |         1 | NC      | $10249.85     | 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      | $-26548.29    | -0.05%            |  |  |  | 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      | $-3725.40     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold JPY | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-6131.20     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold NZD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-7328.07     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CAD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-22850.14    | -0.05%            |  |  |  | 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      | $-4260.94     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold EUR | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-15470.32    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased EUR / Sold USD | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | XX        |         1 | NC      | $12585.25     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold GBP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-6839.26     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold NZD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-2772.99     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Scotland PLC                       | Purchased USD / Sold CHF | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | US        |         1 | NC      | $-4311.60     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CAD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-17336.68    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CAD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-22773.85    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold NZD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-10396.31    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased EUR / Sold USD | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | XX        |         1 | NC      | $91661.13     | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased EUR / Sold USD | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | XX        |         1 | NC      | $91272.12     | 0.18%             |  |  |  | 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      | $-9094.79     | -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      | $30761.39     | 0.06%             |  |  |  | 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      | $-4095.32     | -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      | $-73141.43    | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold EUR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-41488.34    | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased NZD / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | NZ        |         1 | NC      | $12249.94     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased EUR / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | XX        |         1 | NC      | $8090.25      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold GBP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-27755.38    | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CAD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-7929.28     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold EUR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-9138.70     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold AUD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-2106.14     | -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      | $-1102.45     | -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      | $-2430.12     | -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      | $2548.55      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold EUR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-1312.26     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased NZD / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | NZ        |         1 | NC      | $9641.33      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased AUD / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | AU        |         1 | NC      | $52015.84     | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold AUD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-52749.64    | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold AUD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-29218.75    | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased AUD / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | AU        |         1 | NC      | $7984.61      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold AUD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-60492.77    | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold AUD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-52113.91    | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased AUD / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | AU        |         1 | NC      | $52642.98     | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased AUD / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | AU        |         1 | NC      | $29160.56     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold AUD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-28292.22    | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased AUD / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | AU        |         1 | NC      | $60377.85     | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased AUD / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | AU        |         1 | NC      | $36540.25     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased AUD / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | AU        |         1 | NC      | $14902.60     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold AUD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-41255.48    | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased AUD / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | AU        |         1 | NC      | $30414.81     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased AUD / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | AU        |         1 | NC      | $41172.91     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased AUD / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | AU        |         1 | NC      | $28235.34     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold AUD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-36610.18    | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold AUD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-55279.15    | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased AUD / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | AU        |         1 | NC      | $55177.28     | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold AUD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-30472.26    | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold AUD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-14930.65    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased NZD / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | NZ        |         1 | NC      | $11654.88     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased AUD / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | AU        |         1 | NC      | $4720.80      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CAD / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CA        |         1 | NC      | $375.25       | 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      | $791.02       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased NZD / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | NZ        |         1 | NC      | $8134.21      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CAD / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CA        |         1 | NC      | $16841.80     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased JPY / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | JP        |         1 | NC      | $-1342.11     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased NZD / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | NZ        |         1 | NC      | $6835.48      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Scotland PLC                       | Purchased CHF / Sold USD | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | CH        |         1 | NC      | $2490.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased EUR / Sold USD | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | XX        |         1 | NC      | $-1939.26     | -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      | $-2272.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased EUR / Sold USD | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | XX        |         1 | NC      | $-28046.47    | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CAD / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CA        |         1 | NC      | $-5170.36     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Scotland PLC                       | Purchased CHF / Sold USD | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | CH        |         1 | NC      | $-2704.27     | -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      | $-371.63      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased JPY / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | JP        |         1 | NC      | $-18142.11    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased NZD / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | NZ        |         1 | NC      | $-902.68      | -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      | $-679.71      | -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      | $-646.04      | -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      | $-647.32      | -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      | $-642.21      | -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      | $-654.56      | -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      | $-660.95      | -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      | $-634.55      | -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      | $-614.97      | -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      | $-718.96      | -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      | $6775.76      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased JPY / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | JP        |         1 | NC      | $-689.52      | -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      | $-629.01      | -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      | $-609.86      | -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      | $-660.10      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased EUR / Sold USD | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | XX        |         1 | NC      | $-1374.04     | -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      | $9043.00      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold EUR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $6324.27      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased JPY / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | JP        |         1 | NC      | $-642.21      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased EUR / Sold USD | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | XX        |         1 | NC      | $-1309.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased NZD / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | NZ        |         1 | NC      | $-600.01      | -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      | $-777.92      | -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      | $-713.83      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased EUR / Sold USD | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | XX        |         1 | NC      | $-1323.04     | -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      | $-757.40      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased NZD / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | NZ        |         1 | NC      | $-668.01      | -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      | $-2157.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased EUR / Sold USD | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | XX        |         1 | NC      | $-15901.51    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased JPY / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | JP        |         1 | NC      | $-639.23      | -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      | $-12386.49    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased GBP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | GB        |         1 | NC      | $-7189.86     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased NZD / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | NZ        |         1 | NC      | $-3725.69     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CAD / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CA        |         1 | NC      | $-13139.32    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased JPY / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | JP        |         1 | NC      | $-584.77      | -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      | $-541.48      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased EUR / Sold USD | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | XX        |         1 | NC      | $-960.04      | -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      | $-528.48      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased NZD / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | NZ        |         1 | NC      | $-317.01      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased EUR / Sold USD | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | XX        |         1 | NC      | $-1246.04     | -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      | $-701.98      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased EUR / Sold USD | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | XX        |         1 | NC      | $-1104.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased NZD / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | NZ        |         1 | NC      | $-515.01      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased GBP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | GB        |         1 | NC      | $-588.48      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased EUR / Sold USD | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | XX        |         1 | NC      | $-1016.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased EUR / Sold USD | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | XX        |         1 | NC      | $-1070.04     | -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      | $-587.98      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased NZD / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | NZ        |         1 | NC      | $-630.01      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased EUR / Sold USD | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | XX        |         1 | NC      | $-1135.04     | -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      | $-794.67      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased EUR / Sold USD | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | XX        |         1 | NC      | $-957.04      | -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      | $-583.48      | -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      | $-645.19      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased EUR / Sold USD | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | XX        |         1 | NC      | $-745.04      | -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      | $-395.48      | -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      | $-760.39      | -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      | $-502.48      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased EUR / Sold USD | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | XX        |         1 | NC      | $-799.04      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased NZD / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | NZ        |         1 | NC      | $-465.01      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased GBP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | GB        |         1 | NC      | $-606.98      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased EUR / Sold USD | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | XX        |         1 | NC      | $-980.04      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased EUR / Sold USD | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | XX        |         1 | NC      | $-1003.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bills      | CUSIP: 912797PV3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9000000 | PA      | $8959192.47   | 17.90%            | 2026-03-19      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bills      | CUSIP: 912797QN0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1980010.42   | 3.96%             | 2026-05-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bills      | CUSIP: 912797SB4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7000000 | PA      | $6973141.42   | 13.93%            | 2026-03-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bills      | CUSIP: 912797SC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1800000 | PA      | $1790570.77   | 3.58%             | 2026-03-26      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bills      | CUSIP: 912797SL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9500000 | PA      | $9437561.25   | 18.86%            | 2026-04-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bills      | CUSIP: 912797SV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2200000 | PA      | $2176420.40   | 4.35%             | 2026-05-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bills      | CUSIP: 912797SW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9500000 | PA      | $9391812.20   | 18.76%            | 2026-05-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bills      | CUSIP: 912797TP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1500000 | PA      | $1474884.38   | 2.95%             | 2026-07-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FORWARDS NATIONAL WESTMIN COC                    | Collateral Position      | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |    110000 | NS      | $110000.00    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| FORWARDS HSBC COCLLATERAL                        | Collateral Position      | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |     10000 | NS      | $10000.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| New York Mercantile Exchange                     | Future                   | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |        20 | NC      | $55416.60     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe                               | Future                   | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DCO              |  | GB        |        29 | NC      | $121522.30    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                      | Future                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |        34 | NC      | $95063.44     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Osaka Exchange                                   | Future                   | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DE               |  | JP        |        19 | NC      | $219199.27    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                | Future                   | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               |  | DE        |       108 | NC      | $201449.33    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                | Future                   | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               |  | DE        |         8 | NC      | $-47838.17    | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| Commodities Exchange Center                      | Future                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |        25 | NC      | $445581.00    | 0.89%             |  |  |  | No            |                  1 | On Loan: No      |
| Commodities Exchange Center                      | Future                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |         6 | NC      | $777866.37    | 1.55%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe - Financial Products Division | Future                   | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DE               |  | GB        |        54 | NC      | $297396.79    | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Commodities Exchange Center                      | Future                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |        13 | NC      | $-207502.88   | -0.41%            |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                | Future                   | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |      -174 | NC      | $-119432.68   | -0.24%            |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                | Future                   | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |      -156 | NC      | $-131058.47   | -0.26%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                           | Future                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         8 | NC      | $-13945.74    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                           | Future                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -30 | NC      | $-5529.03     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                           | Future                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -22 | NC      | $4256.65      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                      | Future                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |         9 | NC      | $32173.69     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                      | Future                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |        43 | NC      | $102428.25    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                           | Future                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -72 | NC      | $-17791.59    | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe - Financial Products Division | Future                   | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DIR              |  | GB        |        24 | NC      | $-52767.54    | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2026-02-19

**Name of Applicant:** AMERICAN BEACON SELECT FUNDS

**Signature:** Melinda Heika

**Name of Signer:** Melinda Heika

**Title:** Treasurer