# EDGAR Filing Document

**Accession Number:** 0000880268
**File Stem:** 0001193125-26-284616
**Filing Date:** 2026-6
**Character Count:** 324262
**Document Hash:** 21bcc90791f0be180affdbe5ed3b34bf
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001193125-26-284616.hdr.sgml**: 20260626

**ACCESSION NUMBER**: 0001193125-26-284616

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260430

**FILED AS OF DATE**: 20260626

**DATE AS OF CHANGE**: 20260626

**PERIOD START**: 20261031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** AMERICAN CENTURY INTERNATIONAL BOND FUNDS
- **CENTRAL INDEX KEY:** 0000880268

**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:** 811-06441
- **FILM NUMBER:** 261126252

**BUSINESS ADDRESS:**
- **STREET 1:** 4500 MAIN STREET
- **STREET 2:** 9TH FLOOR
- **CITY:** KANSAS CITY
- **STATE:** MO
- **ZIP:** 64111
- **BUSINESS PHONE:** 8003218321

**MAIL ADDRESS:**
- **STREET 1:** 4500 MAIN STREET
- **STREET 2:** 9TH FLOOR
- **CITY:** KANSAS CITY
- **STATE:** MO
- **ZIP:** 64111

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** BENHAM INTERNATIONAL FUNDS
- **DATE OF NAME CHANGE:** 19920929

## Series and Classes Contracts Data

### EMERGING MARKETS DEBT FUND (Series ID: S000046096)

| Class ID   | Class Name     | Ticker Symbol   |
|:---|:---|:---|
| C000144189 | INVESTOR CLASS | AEDVX           |
| C000144190 | R5 CLASS       | AEDJX           |
| C000144191 | A CLASS        | AEDQX           |
| C000144192 | C CLASS        | AEDHX           |
| C000144193 | R CLASS        | AEDWX           |
| C000144194 | R6 CLASS       | AEXDX           |
| C000189713 | I CLASS        | AEHDX           |
| C000189714 | Y CLASS        | AEYDX           |
| C000194401 | G CLASS        | AEDGX           |

## 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 Century International Bond Funds

- **b. Investment Company Act file number:** 811-06441

- **c. CIK number of Registrant:** 0000880268

- **d. LEI of Registrant:** 549300QZXI44OOTBJE66

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

  - **Street Address 1:** 4500 Main St

  - **City:** Kansas City

  - **State:** MO

  - **Foreign country:** US

  - **Zip / Postal Code:** 64111

  - **Telephone number:** 816-531-5575

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

- **a. Name of Series:** Emerging Markets Debt Fund

- **b. EDGAR series identifier (if any):** S000046096

- **c. LEI of Series:** 54930089U8LN76OW1Q27

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

- **a. Date of fiscal year-end:** 2026-10-31

- **b. Date as of which information is reported:** 2026-04-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $518260427.03

**Total Liabilities:** $61318093.26

**Net Assets:** $456942333.77

**Cash Not Reported:** $2259793.81

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 0.000000000000 | **1-Year:** 2139.000000000000 | **5-Year:** 21778.000000000000 | **10-Year:** 51625.000000000000 | **30-Year:** 49883.000000000000

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

- **3-Month:** 1.000000000000 | **1-Year:** 3688.000000000000 | **5-Year:** 35146.000000000000 | **10-Year:** 60432.000000000000 | **30-Year:** 14059.000000000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000144189 | 1.47%                | -3.66%               | 2.28%                |
| Class ID C000144190 | 1.47%                | -3.63%               | 2.28%                |
| Class ID C000144191 | 1.36%                | -3.61%               | 2.28%                |
| Class ID C000144192 | 1.37%                | -3.76%               | 2.29%                |
| Class ID C000144193 | 1.37%                | -3.66%               | 2.28%                |
| Class ID C000144194 | 1.47%                | -3.63%               | 2.29%                |
| Class ID C000189713 | 1.47%                | -3.64%               | 2.28%                |
| Class ID C000189714 | 1.47%                | -3.63%               | 2.39%                |
| Class ID C000194401 | 1.47%                | -3.50%               | 2.28%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $2597634.53              | $1484796.28                                |
| Month 2  | $870185.54               | $-21112724.52                              |
| Month 3  | $833521.44               | $10270745.69                               |

**Designated Index Information**

- **Index Name:** N/A

- **Index Identifier:** N/A

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| GOLDMAN SACHS + CO LLC                                                       | BOUGHT HUF/SOLD USD                                                                          | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-16029.88    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK,N.A.                                                     | BOUGHT HUF/SOLD USD                                                                          | CUSIP: N/A<br>LEI: G1MLHIS0N32I3QPILB75       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-3409.17     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA N.A.                                                         | BOUGHT HUF/SOLD USD                                                                          | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-83635.86    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA N.A.                                                         | BOUGHT HUF/SOLD USD                                                                          | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-77996.42    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK,N.A.                                                     | BOUGHT HUF/SOLD USD                                                                          | CUSIP: N/A<br>LEI: G1MLHIS0N32I3QPILB75       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-8231.51     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS + CO LLC                                                       | BOUGHT HUF/SOLD USD                                                                          | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $1931.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N.A.                                                                | BOUGHT IDR/SOLD USD                                                                          | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-90476.89    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N.A.                                                                | BOUGHT IDR/SOLD USD                                                                          | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-92603.95    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                       | BOUGHT IDR/SOLD USD                                                                          | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-80576.78    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                       | BOUGHT ILS/SOLD USD                                                                          | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $252927.33    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS + CO LLC                                                       | BOUGHT INR/SOLD USD                                                                          | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $30231.49     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK,N.A.                                                     | BOUGHT KRW/SOLD USD                                                                          | CUSIP: N/A<br>LEI: G1MLHIS0N32I3QPILB75       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-27772.26    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS + CO LLC                                                       | BOUGHT KRW/SOLD USD                                                                          | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-13280.43    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS + CO LLC                                                       | BOUGHT KRW/SOLD USD                                                                          | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $35533.25     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA N.A.                                                         | BOUGHT KRW/SOLD USD                                                                          | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $100889.49    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA N.A.                                                         | BOUGHT KRW/SOLD USD                                                                          | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $75661.81     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK,N.A.                                                     | BOUGHT KRW/SOLD USD                                                                          | CUSIP: N/A<br>LEI: G1MLHIS0N32I3QPILB75       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $82066.54     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA N.A.                                                         | BOUGHT KRW/SOLD USD                                                                          | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $66215.36     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA N.A.                                                         | BOUGHT KRW/SOLD USD                                                                          | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $64879.61     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA N.A.                                                         | BOUGHT KRW/SOLD USD                                                                          | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $127371.21    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA N.A.                                                         | BOUGHT ZAR/SOLD USD                                                                          | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $89861.91     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA N.A.                                                         | BOUGHT ZAR/SOLD USD                                                                          | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $107528.42    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA N.A.                                                         | BOUGHT ZAR/SOLD USD                                                                          | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $19068.56     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK,N.A.                                                     | BOUGHT ZAR/SOLD USD                                                                          | CUSIP: N/A<br>LEI: G1MLHIS0N32I3QPILB75       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $47051.50     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA N.A.                                                         | BOUGHT ZAR/SOLD USD                                                                          | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-2634.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N.A.                                                                | BOUGHT ZAR/SOLD USD                                                                          | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $7336.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N.A.                                                                | BOUGHT ZAR/SOLD USD                                                                          | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $27271.48     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA N.A.                                                         | BOUGHT ZAR/SOLD USD                                                                          | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $36365.87     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N.A.                                                                | BOUGHT ZAR/SOLD USD                                                                          | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $155018.80    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS + CO LLC                                                       | BOUGHT ZAR/SOLD USD                                                                          | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $72274.23     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA N.A.                                                         | BOUGHT ZAR/SOLD USD                                                                          | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $68253.62     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA N.A.                                                         | BOUGHT ZAR/SOLD USD                                                                          | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $147893.09    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA N.A.                                                         | BOUGHT ZAR/SOLD USD                                                                          | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $45995.34     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS + CO LLC                                                       | BOUGHT ZAR/SOLD USD                                                                          | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $47118.64     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK,N.A.                                                     | BOUGHT ZAR/SOLD USD                                                                          | CUSIP: N/A<br>LEI: G1MLHIS0N32I3QPILB75       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $185291.97    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA N.A.                                                         | BOUGHT ZAR/SOLD USD                                                                          | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $153608.46    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N.A.                                                                | BOUGHT ZAR/SOLD USD                                                                          | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $145451.13    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N.A.                                                                | BOUGHT ZAR/SOLD USD                                                                          | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $134775.82    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA N.A.                                                         | BOUGHT ZAR/SOLD USD                                                                          | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $172763.20    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                       | SOLD MXN/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-32069.02    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA N.A.                                                         | SOLD MXN/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-22674.48    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA N.A.                                                         | SOLD MXN/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-12235.04    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N.A.                                                                | SOLD MXN/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $3739.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS + CO LLC                                                       | SOLD RON/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $54331.04     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                       | SOLD RON/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $84079.18     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS + CO LLC                                                       | SOLD SEK/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-63109.90    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS + CO LLC                                                       | SOLD SEK/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-88585.74    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                       | BOUGHT AUD/SOLD USD                                                                          | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $96212.57     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N.A.                                                                | BOUGHT AUD/SOLD USD                                                                          | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $98010.16     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS + CO LLC                                                       | BOUGHT AUD/SOLD USD                                                                          | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $122700.75    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                       | BOUGHT AUD/SOLD USD                                                                          | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $66268.16     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N.A.                                                                | BOUGHT BRL/SOLD USD                                                                          | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $284237.23    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                       | BOUGHT BRL/SOLD USD                                                                          | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $588232.54    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK,N.A.                                                     | BOUGHT BRL/SOLD USD                                                                          | CUSIP: N/A<br>LEI: G1MLHIS0N32I3QPILB75       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $268493.69    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK,N.A.                                                     | BOUGHT BRL/SOLD USD                                                                          | CUSIP: N/A<br>LEI: G1MLHIS0N32I3QPILB75       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $271597.70    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                       | BOUGHT BRL/SOLD USD                                                                          | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $207873.27    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK,N.A.                                                     | BOUGHT BRL/SOLD USD                                                                          | CUSIP: N/A<br>LEI: G1MLHIS0N32I3QPILB75       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $203029.09    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, N.A.                                                    | BOUGHT BRL/SOLD USD                                                                          | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $203284.88    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N.A.                                                                | BOUGHT BRL/SOLD USD                                                                          | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $67963.48     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N.A.                                                                | BOUGHT BRL/SOLD USD                                                                          | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $50167.55     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, N.A.                                                    | BOUGHT BRL/SOLD USD                                                                          | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $8156.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, N.A.                                                    | BOUGHT BRL/SOLD USD                                                                          | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $14591.57     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                       | BOUGHT CLP/SOLD USD                                                                          | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-130964.67   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS + CO LLC                                                       | BOUGHT CLP/SOLD USD                                                                          | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-49554.16    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK,N.A.                                                     | BOUGHT KRW/SOLD USD                                                                          | CUSIP: N/A<br>LEI: G1MLHIS0N32I3QPILB75       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-2415.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, N.A.                                                    | BOUGHT KRW/SOLD USD                                                                          | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-2750.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA N.A.                                                         | BOUGHT KRW/SOLD USD                                                                          | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-18029.73    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N.A.                                                                | BOUGHT KRW/SOLD USD                                                                          | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $9240.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS + CO LLC                                                       | BOUGHT KRW/SOLD USD                                                                          | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-20680.39    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                       | BOUGHT KRW/SOLD USD                                                                          | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $12766.46     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK N.A                                                      | BOUGHT MXN/SOLD USD                                                                          | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $338766.96    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK,N.A.                                                     | BOUGHT MXN/SOLD USD                                                                          | CUSIP: N/A<br>LEI: G1MLHIS0N32I3QPILB75       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $335103.97    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA N.A.                                                         | BOUGHT MXN/SOLD USD                                                                          | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $165463.42    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA N.A.                                                         | BOUGHT MXN/SOLD USD                                                                          | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $166098.53    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA N.A.                                                         | SOLD BRL/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-274249.52   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA N.A.                                                         | SOLD BRL/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-277990.72   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N.A.                                                                | SOLD BRL/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-547311.99   | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N.A.                                                                | SOLD BRL/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-335039.81   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N.A.                                                                | SOLD BRL/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-329061.44   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY AND CO., LLC                                                  | SOLD BRL/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-363478.90   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N.A.                                                                | SOLD BRL/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-290688.75   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                       | SOLD BRL/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-289850.84   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS + CO LLC                                                       | SOLD BRL/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-320607.50   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                       | SOLD BRL/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-283722.29   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, N.A.                                                    | SOLD BRL/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-294981.54   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N.A.                                                                | SOLD BRL/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-276079.15   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, N.A.                                                    | SOLD BRL/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-283207.65   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N.A.                                                                | SOLD BRL/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-284796.84   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N.A.                                                                | SOLD BRL/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-288220.73   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS + CO LLC                                                       | SOLD BRL/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-236761.14   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS + CO LLC                                                       | SOLD BRL/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-230228.84   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA N.A.                                                         | SOLD BRL/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-128081.42   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA N.A.                                                         | SOLD BRL/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-55051.86    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS + CO LLC                                                       | SOLD SEK/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-71457.48    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N.A.                                                                | SOLD SEK/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-93902.09    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N.A.                                                                | SOLD SEK/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-112056.59   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                       | SOLD THB/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $84425.04     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                       | SOLD THB/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $107829.14    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N.A.                                                                | SOLD THB/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $19771.98     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                       | SOLD THB/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $32086.13     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                       | SOLD THB/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $11866.10     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N.A.                                                                | SOLD THB/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-904.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, N.A.                                                    | SOLD THB/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $3552.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N.A.                                                                | SOLD THB/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-109738.11   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, N.A.                                                    | SOLD THB/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-50493.43    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N.A.                                                                | SOLD THB/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $79412.18     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                       | SOLD THB/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-24989.62    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N.A.                                                                | SOLD THB/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-55448.44    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS + CO LLC                                                       | SOLD THB/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-55410.73    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N.A.                                                                | SOLD THB/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-47022.05    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N.A.                                                                | SOLD THB/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-58328.11    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N.A.                                                                | SOLD THB/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-5832.81     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N.A.                                                                | SOLD COP/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-236027.56   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS + CO LLC                                                       | SOLD COP/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $19265.48     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK,N.A.                                                     | SOLD CZK/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: G1MLHIS0N32I3QPILB75       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-123773.67   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N.A.                                                                | SOLD CZK/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-96647.41    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N.A.                                                                | SOLD HUF/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-545001.40   | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N.A.                                                                | SOLD HUF/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-543338.81   | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N.A.                                                                | SOLD HUF/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-393103.89   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N.A.                                                                | SOLD HUF/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-379385.71   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS + CO LLC                                                       | SOLD HUF/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-382824.40   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA N.A.                                                         | SOLD HUF/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-385166.53   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N.A.                                                                | SOLD HUF/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-748659.24   | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS + CO LLC                                                       | SOLD HUF/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-427499.49   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, N.A.                                                    | SOLD HUF/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-428744.79   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N.A.                                                                | SOLD HUF/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-427027.95   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N.A.                                                                | SOLD HUF/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-424722.47   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N.A.                                                                | SOLD HUF/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-693522.49   | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA N.A.                                                         | SOLD HUF/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-329926.30   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N.A.                                                                | SOLD HUF/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-313229.67   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N.A.                                                                | SOLD HUF/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-196760.70   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N.A.                                                                | SOLD HUF/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-197801.07   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N.A.                                                                | SOLD HUF/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-189524.23   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS + CO LLC                                                       | BOUGHT CLP/SOLD USD                                                                          | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $100945.73    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS + CO LLC                                                       | BOUGHT CLP/SOLD USD                                                                          | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $105007.40    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS + CO LLC                                                       | BOUGHT CLP/SOLD USD                                                                          | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $250287.19    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                       | BOUGHT CLP/SOLD USD                                                                          | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $116798.93    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA N.A.                                                         | BOUGHT CLP/SOLD USD                                                                          | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $112759.20    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS + CO LLC                                                       | BOUGHT CLP/SOLD USD                                                                          | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $41331.70     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA N.A.                                                         | BOUGHT CLP/SOLD USD                                                                          | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $41925.68     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA N.A.                                                         | BOUGHT CLP/SOLD USD                                                                          | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $131282.57    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, N.A.                                                    | BOUGHT CLP/SOLD USD                                                                          | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $107414.52    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                       | BOUGHT CLP/SOLD USD                                                                          | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $130212.19    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS + CO LLC                                                       | BOUGHT CLP/SOLD USD                                                                          | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $131367.35    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS + CO LLC                                                       | BOUGHT CLP/SOLD USD                                                                          | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $121147.06    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                       | BOUGHT CLP/SOLD USD                                                                          | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $65923.18     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                       | BOUGHT CLP/SOLD USD                                                                          | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-21359.56    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA N.A.                                                         | BOUGHT CLP/SOLD USD                                                                          | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-44585.40    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                       | BOUGHT CLP/SOLD USD                                                                          | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-44890.61    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N.A.                                                                | BOUGHT CLP/SOLD USD                                                                          | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-17953.48    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS + CO LLC                                                       | BOUGHT CLP/SOLD USD                                                                          | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-63949.66    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                       | BOUGHT CLP/SOLD USD                                                                          | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-10235.17    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, N.A.                                                    | BOUGHT CLP/SOLD USD                                                                          | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-122327.34   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA N.A.                                                         | BOUGHT MXN/SOLD USD                                                                          | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-73237.82    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N.A.                                                                | BOUGHT PEN/SOLD USD                                                                          | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-26679.04    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK,N.A.                                                     | BOUGHT PEN/SOLD USD                                                                          | CUSIP: N/A<br>LEI: G1MLHIS0N32I3QPILB75       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-58639.56    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS + CO LLC                                                       | BOUGHT PLN/SOLD USD                                                                          | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $82747.09     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, N.A.                                                    | BOUGHT THB/SOLD USD                                                                          | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $6083.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N.A.                                                                | BOUGHT THB/SOLD USD                                                                          | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-2272.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS + CO LLC                                                       | SOLD KRW/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-110354.12   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA N.A.                                                         | SOLD KRW/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-74605.73    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA N.A.                                                         | SOLD KRW/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-90077.30    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N.A.                                                                | SOLD KRW/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-51990.31    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA N.A.                                                         | SOLD KRW/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-37164.83    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA N.A.                                                         | SOLD KRW/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-38129.55    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA N.A.                                                         | SOLD KRW/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-149847.42   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA N.A.                                                         | SOLD KRW/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-147083.87   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS + CO LLC                                                       | SOLD KRW/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-102731.86   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS + CO LLC                                                       | SOLD KRW/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-203887.98   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N.A.                                                                | SOLD KRW/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-107750.44   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N.A.                                                                | SOLD KRW/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-127430.39   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA N.A.                                                         | SOLD KRW/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-12879.71    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                       | SOLD KRW/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-13618.17    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA N.A.                                                         | SOLD KRW/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-13501.32    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS + CO LLC                                                       | SOLD KRW/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $3295.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA N.A.                                                         | SOLD KRW/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-68882.98    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, N.A.                                                    | SOLD KRW/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-80515.45    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS + CO LLC                                                       | SOLD KRW/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-47241.09    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA N.A.                                                         | SOLD ZAR/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-72526.93    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA N.A.                                                         | SOLD ZAR/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-79283.05    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS + CO LLC                                                       | SOLD ZAR/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-216512.09   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA N.A.                                                         | SOLD ZAR/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-151212.79   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA N.A.                                                         | SOLD ZAR/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-167178.38   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA N.A.                                                         | SOLD ZAR/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-184820.86   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N.A.                                                                | SOLD ZAR/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-103365.38   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA N.A.                                                         | SOLD ZAR/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-135078.52   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS + CO LLC                                                       | SOLD ZAR/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-145289.66   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK N.A                                                      | SOLD ZAR/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-153227.99   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N.A.                                                                | SOLD ZAR/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-142971.84   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N.A.                                                                | SOLD ZAR/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-290534.26   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK,N.A.                                                     | SOLD ZAR/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: G1MLHIS0N32I3QPILB75       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-32078.38    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N.A.                                                                | SOLD ZAR/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-56360.60    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA N.A.                                                         | SOLD ZAR/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-98303.82    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA N.A.                                                         | SOLD ZAR/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-64456.03    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS + CO LLC                                                       | SOLD ZAR/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $33532.34     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N.A.                                                                | SOLD ZAR/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $32611.15     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS + CO LLC                                                       | SOLD ZAR/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $32284.51     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, N.A.                                                    | BOUGHT HUF/SOLD USD                                                                          | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $405050.62    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA N.A.                                                         | BOUGHT HUF/SOLD USD                                                                          | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $383163.75    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK,N.A.                                                     | BOUGHT HUF/SOLD USD                                                                          | CUSIP: N/A<br>LEI: G1MLHIS0N32I3QPILB75       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $756537.08    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK,N.A.                                                     | BOUGHT HUF/SOLD USD                                                                          | CUSIP: N/A<br>LEI: G1MLHIS0N32I3QPILB75       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $652984.77    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N.A.                                                                | BOUGHT HUF/SOLD USD                                                                          | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $372908.96    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                       | BOUGHT HUF/SOLD USD                                                                          | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $374184.94    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS + CO LLC                                                       | BOUGHT HUF/SOLD USD                                                                          | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $813476.12    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS + CO LLC                                                       | BOUGHT HUF/SOLD USD                                                                          | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $410834.19    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N.A.                                                                | BOUGHT HUF/SOLD USD                                                                          | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $426671.51    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS + CO LLC                                                       | BOUGHT HUF/SOLD USD                                                                          | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $372306.79    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA N.A.                                                         | BOUGHT HUF/SOLD USD                                                                          | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $776420.40    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK,N.A.                                                     | BOUGHT HUF/SOLD USD                                                                          | CUSIP: N/A<br>LEI: G1MLHIS0N32I3QPILB75       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $390532.28    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                       | BOUGHT HUF/SOLD USD                                                                          | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $334516.15    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N.A.                                                                | BOUGHT HUF/SOLD USD                                                                          | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $184800.33    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                       | BOUGHT HUF/SOLD USD                                                                          | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $185888.90    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N.A.                                                                | BOUGHT HUF/SOLD USD                                                                          | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $183463.56    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N.A.                                                                | BOUGHT HUF/SOLD USD                                                                          | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $176371.30    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N.A.                                                                | BOUGHT KRW/SOLD USD                                                                          | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $303996.38    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N.A.                                                                | BOUGHT KRW/SOLD USD                                                                          | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $106486.01    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA N.A.                                                         | BOUGHT KRW/SOLD USD                                                                          | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $1380.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, N.A.                                                    | BOUGHT KRW/SOLD USD                                                                          | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $12344.99     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, N.A.                                                    | BOUGHT THB/SOLD USD                                                                          | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-71684.55    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK,N.A.                                                     | BOUGHT THB/SOLD USD                                                                          | CUSIP: N/A<br>LEI: G1MLHIS0N32I3QPILB75       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-74087.22    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK,N.A.                                                     | BOUGHT THB/SOLD USD                                                                          | CUSIP: N/A<br>LEI: G1MLHIS0N32I3QPILB75       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-74905.21    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK,N.A.                                                     | BOUGHT THB/SOLD USD                                                                          | CUSIP: N/A<br>LEI: G1MLHIS0N32I3QPILB75       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-73800.71    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS + CO LLC                                                       | BOUGHT THB/SOLD USD                                                                          | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-82123.94    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N.A.                                                                | BOUGHT THB/SOLD USD                                                                          | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-75508.81    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N.A.                                                                | BOUGHT THB/SOLD USD                                                                          | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-84630.02    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N.A.                                                                | BOUGHT THB/SOLD USD                                                                          | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-105516.94   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N.A.                                                                | BOUGHT THB/SOLD USD                                                                          | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-44747.61    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N.A.                                                                | BOUGHT THB/SOLD USD                                                                          | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-70796.96    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS + CO LLC                                                       | BOUGHT THB/SOLD USD                                                                          | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-105181.78   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS + CO LLC                                                       | BOUGHT TRY/SOLD USD                                                                          | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $32983.09     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS + CO LLC                                                       | BOUGHT TRY/SOLD USD                                                                          | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $95742.42     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS + CO LLC                                                       | BOUGHT TRY/SOLD USD                                                                          | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $76883.98     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS + CO LLC                                                       | BOUGHT ZAR/SOLD USD                                                                          | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-124485.81   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N.A.                                                                | BOUGHT ZAR/SOLD USD                                                                          | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $291740.61    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS + CO LLC                                                       | BOUGHT ZAR/SOLD USD                                                                          | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $132996.88    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA N.A.                                                         | BOUGHT ZAR/SOLD USD                                                                          | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $147167.95    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N.A.                                                                | BOUGHT ZAR/SOLD USD                                                                          | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $273641.24    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK,N.A.                                                     | SOLD AUD/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: G1MLHIS0N32I3QPILB75       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-165027.26   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK N.A                                                      | SOLD AUD/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-171197.91   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK,N.A.                                                     | SOLD AUD/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: G1MLHIS0N32I3QPILB75       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-204644.04   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK,N.A.                                                     | SOLD AUD/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: G1MLHIS0N32I3QPILB75       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-227333.95   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA N.A.                                                         | SOLD MXN/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $34784.93     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS + CO LLC                                                       | SOLD MXN/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $43028.05     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS + CO LLC                                                       | SOLD MYR/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $40782.18     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY AND CO., LLC                                                  | SOLD PEN/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $54572.14     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N.A.                                                                | SOLD PEN/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $34021.55     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                       | SOLD PEN/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $103166.58    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N.A.                                                                | SOLD PLN/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-85063.38    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS + CO LLC                                                       | SOLD PLN/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-126325.50   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS + CO LLC                                                       | SOLD PLN/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-131634.76   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA FOR EXCHANGE                                                 | SOLD PLN/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-250035.02   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS + CO LLC                                                       | SOLD PLN/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-176091.41   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK,N.A.                                                     | SOLD PLN/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: G1MLHIS0N32I3QPILB75       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-96013.26    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS + CO LLC                                                       | SOLD PLN/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-48181.34    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS + CO LLC                                                       | SOLD PLN/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-49663.47    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS + CO LLC                                                       | SOLD PLN/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-114713.46   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N.A.                                                                | SOLD PLN/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-32792.54    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA FOR EXCHANGE                                                 | SOLD PLN/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-24764.49    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA FOR EXCHANGE                                                 | SOLD PLN/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-30127.55    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS + CO LLC                                                       | SOLD PLN/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-11746.65    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                       | BOUGHT AUD/SOLD USD                                                                          | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $64063.70     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                       | BOUGHT AUD/SOLD USD                                                                          | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $76723.71     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK N.A                                                      | BOUGHT AUD/SOLD USD                                                                          | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $137878.17    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N.A.                                                                | BOUGHT AUD/SOLD USD                                                                          | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $76553.17     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS + CO LLC                                                       | BOUGHT KRW/SOLD USD                                                                          | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $14279.51     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS + CO LLC                                                       | BOUGHT KRW/SOLD USD                                                                          | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $30432.81     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS + CO LLC                                                       | BOUGHT KRW/SOLD USD                                                                          | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $23016.53     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA N.A.                                                         | BOUGHT MXN/SOLD USD                                                                          | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $160834.14    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS + CO LLC                                                       | BOUGHT MXN/SOLD USD                                                                          | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $111338.90    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                       | BOUGHT MXN/SOLD USD                                                                          | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $17118.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                       | BOUGHT MXN/SOLD USD                                                                          | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $13195.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                       | BOUGHT MXN/SOLD USD                                                                          | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $23627.97     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                       | BOUGHT MXN/SOLD USD                                                                          | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $14949.61     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS + CO LLC                                                       | BOUGHT MXN/SOLD USD                                                                          | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $12717.63     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA N.A.                                                         | BOUGHT MXN/SOLD USD                                                                          | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $14765.46     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA N.A.                                                         | BOUGHT MXN/SOLD USD                                                                          | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $12060.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA N.A.                                                         | BOUGHT MXN/SOLD USD                                                                          | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-10833.59    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                       | BOUGHT MXN/SOLD USD                                                                          | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-28808.70    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA N.A.                                                         | BOUGHT MXN/SOLD USD                                                                          | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-46468.07    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA N.A.                                                         | BOUGHT MXN/SOLD USD                                                                          | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-45536.84    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                       | BOUGHT ZAR/SOLD USD                                                                          | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-58752.28    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                       | BOUGHT ZAR/SOLD USD                                                                          | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-36168.67    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                       | BOUGHT ZAR/SOLD USD                                                                          | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-56705.14    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                       | BOUGHT ZAR/SOLD USD                                                                          | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-49066.79    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N.A.                                                                | BOUGHT ZAR/SOLD USD                                                                          | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-121882.31   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS + CO LLC                                                       | BOUGHT ZAR/SOLD USD                                                                          | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-57975.95    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA N.A.                                                         | BOUGHT ZAR/SOLD USD                                                                          | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-117617.65   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA N.A.                                                         | BOUGHT ZAR/SOLD USD                                                                          | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-36702.91    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK,N.A.                                                     | BOUGHT ZAR/SOLD USD                                                                          | CUSIP: N/A<br>LEI: G1MLHIS0N32I3QPILB75       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-21988.10    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N.A.                                                                | BOUGHT ZAR/SOLD USD                                                                          | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-48895.07    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS + CO LLC                                                       | SOLD AUD/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-179274.77   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS + CO LLC                                                       | SOLD AUD/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-197081.03   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK N.A                                                      | SOLD AUD/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-93588.42    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK N.A                                                      | SOLD AUD/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-92874.81    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                       | SOLD CLP/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $50307.15     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N.A.                                                                | SOLD CLP/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-73240.50    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA N.A.                                                         | SOLD CLP/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-121871.10   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS + CO LLC                                                       | SOLD CLP/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-103430.82   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA N.A.                                                         | SOLD CLP/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-43886.71    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA N.A.                                                         | SOLD CLP/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-53934.13    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS + CO LLC                                                       | SOLD CLP/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-101231.45   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                       | SOLD CLP/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-59186.61    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                       | SOLD CLP/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-142232.22   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA N.A.                                                         | SOLD CLP/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-87995.92    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA N.A.                                                         | SOLD CLP/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-133665.54   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS + CO LLC                                                       | SOLD CLP/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-146571.43   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, N.A.                                                    | SOLD CLP/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-209570.28   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA N.A.                                                         | SOLD CLP/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-204913.66   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N.A.                                                                | SOLD CLP/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-127646.64   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS + CO LLC                                                       | SOLD CLP/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-124842.36   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                       | SOLD CLP/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-116055.36   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS + CO LLC                                                       | SOLD CLP/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-1799.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS + CO LLC                                                       | SOLD SEK/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-134092.62   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK,N.A.                                                     | SOLD SEK/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: G1MLHIS0N32I3QPILB75       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-139827.84   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, N.A.                                                    | SOLD THB/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-38915.09    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N.A.                                                                | SOLD THB/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-31448.43    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N.A.                                                                | SOLD THB/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $4128.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS + CO LLC                                                       | SOLD THB/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-15251.98    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS + CO LLC                                                       | SOLD CZK/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-56138.67    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N.A.                                                                | SOLD EUR/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-189077.13   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK N.A                                                      | SOLD EUR/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-73043.26    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK,N.A.                                                     | SOLD EUR/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: G1MLHIS0N32I3QPILB75       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-10308.44    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK,N.A.                                                     | SOLD EUR/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: G1MLHIS0N32I3QPILB75       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $7408.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                       | SOLD EUR/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $4112.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK,N.A.                                                     | SOLD EUR/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: G1MLHIS0N32I3QPILB75       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $6488.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS + CO LLC                                                       | SOLD HUF/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-666181.63   | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA N.A.                                                         | SOLD HUF/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-653201.90   | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA N.A.                                                         | SOLD HUF/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-695820.93   | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N.A.                                                                | SOLD HUF/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-413553.88   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK,N.A.                                                     | SOLD HUF/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: G1MLHIS0N32I3QPILB75       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-394744.02   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS + CO LLC                                                       | SOLD HUF/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-472268.86   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                       | SOLD HUF/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-955657.17   | -0.21%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS + CO LLC                                                       | SOLD HUF/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-819932.28   | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                       | SOLD HUF/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-834836.86   | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK,N.A.                                                     | SOLD HUF/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: G1MLHIS0N32I3QPILB75       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-443686.17   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS + CO LLC                                                       | SOLD HUF/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-802458.38   | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                       | SOLD HUF/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-491600.64   | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, N.A.                                                    | BOUGHT CLP/SOLD USD                                                                          | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-47262.78    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA N.A.                                                         | BOUGHT CLP/SOLD USD                                                                          | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-9711.51     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                       | BOUGHT COP/SOLD USD                                                                          | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $298497.36    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK,N.A.                                                     | BOUGHT PLN/SOLD USD                                                                          | CUSIP: N/A<br>LEI: G1MLHIS0N32I3QPILB75       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $124342.97    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS + CO LLC                                                       | BOUGHT PLN/SOLD USD                                                                          | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $153291.85    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS + CO LLC                                                       | BOUGHT PLN/SOLD USD                                                                          | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $233335.31    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS + CO LLC                                                       | BOUGHT PLN/SOLD USD                                                                          | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $168909.59    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS + CO LLC                                                       | BOUGHT PLN/SOLD USD                                                                          | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $131477.27    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA FOR EXCHANGE                                                 | BOUGHT PLN/SOLD USD                                                                          | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $140096.40    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA FOR EXCHANGE                                                 | BOUGHT PLN/SOLD USD                                                                          | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $140096.23    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                       | BOUGHT PLN/SOLD USD                                                                          | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $24042.46     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA FOR EXCHANGE                                                 | BOUGHT PLN/SOLD USD                                                                          | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $15388.82     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK,N.A.                                                     | BOUGHT PLN/SOLD USD                                                                          | CUSIP: N/A<br>LEI: G1MLHIS0N32I3QPILB75       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $7476.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA FOR EXCHANGE                                                 | BOUGHT PLN/SOLD USD                                                                          | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $6243.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS + CO LLC                                                       | BOUGHT PLN/SOLD USD                                                                          | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-41745.39    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS + CO LLC                                                       | BOUGHT PLN/SOLD USD                                                                          | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-73598.03    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA N.A.                                                         | BOUGHT RON/SOLD USD                                                                          | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-12277.19    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS + CO LLC                                                       | BOUGHT RON/SOLD USD                                                                          | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-36518.44    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA N.A.                                                         | BOUGHT RON/SOLD USD                                                                          | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-59321.59    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA N.A.                                                         | BOUGHT RON/SOLD USD                                                                          | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-79922.36    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK N.A                                                      | BOUGHT SEK/SOLD USD                                                                          | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $168715.55    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK,N.A.                                                     | BOUGHT SEK/SOLD USD                                                                          | CUSIP: N/A<br>LEI: G1MLHIS0N32I3QPILB75       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $237763.72    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N.A.                                                                | BOUGHT SEK/SOLD USD                                                                          | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $142927.25    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK,N.A.                                                     | BOUGHT SEK/SOLD USD                                                                          | CUSIP: N/A<br>LEI: G1MLHIS0N32I3QPILB75       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $286926.41    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N.A.                                                                | BOUGHT SEK/SOLD USD                                                                          | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $127232.39    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS + CO LLC                                                       | BOUGHT SEK/SOLD USD                                                                          | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $89140.89     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                       | SOLD HUF/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-240486.22   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA N.A.                                                         | SOLD HUF/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-413013.74   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS + CO LLC                                                       | SOLD HUF/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-85656.28    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA N.A.                                                         | SOLD HUF/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $6589.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS + CO LLC                                                       | SOLD HUF/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $3098.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA N.A.                                                         | SOLD HUF/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $67662.95     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                       | SOLD IDR/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $206964.91    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N.A.                                                                | SOLD IDR/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $81743.68     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS + CO LLC                                                       | SOLD ILS/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-259905.41   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA N.A.                                                         | SOLD MXN/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-116916.75   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N.A.                                                                | SOLD MXN/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-97929.64    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK,N.A.                                                     | SOLD MXN/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: G1MLHIS0N32I3QPILB75       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-91081.24    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK,N.A.                                                     | SOLD MXN/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: G1MLHIS0N32I3QPILB75       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-115082.58   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA N.A.                                                         | SOLD MXN/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-136348.35   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS + CO LLC                                                       | SOLD MXN/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-101196.47   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK,N.A.                                                     | SOLD MXN/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: G1MLHIS0N32I3QPILB75       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-151697.59   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA N.A.                                                         | SOLD MXN/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-128952.67   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA N.A.                                                         | SOLD MXN/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-72663.71    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS + CO LLC                                                       | SOLD MXN/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-164003.81   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA N.A.                                                         | SOLD MXN/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-117467.88   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS + CO LLC                                                       | SOLD MXN/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-123468.70   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK,N.A.                                                     | SOLD ZAR/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: G1MLHIS0N32I3QPILB75       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-7917.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA N.A.                                                         | SOLD ZAR/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-40525.73    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                       | SOLD ZAR/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-44559.77    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA N.A.                                                         | SOLD ZAR/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-34190.93    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N.A.                                                                | SOLD ZAR/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-34792.64    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N.A.                                                                | SOLD ZAR/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-41886.07    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK,N.A.                                                     | SOLD ZAR/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: G1MLHIS0N32I3QPILB75       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-48510.14    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS + CO LLC                                                       | SOLD ZAR/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $93802.24     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK,N.A.                                                     | SOLD ZAR/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: G1MLHIS0N32I3QPILB75       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $69546.66     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA N.A.                                                         | SOLD ZAR/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $131458.89    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N.A.                                                                | SOLD ZAR/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $17197.83     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS + CO LLC                                                       | BOUGHT HUF/SOLD USD                                                                          | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $196697.50    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA N.A.                                                         | BOUGHT HUF/SOLD USD                                                                          | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $180661.97    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK,N.A.                                                     | BOUGHT HUF/SOLD USD                                                                          | CUSIP: N/A<br>LEI: G1MLHIS0N32I3QPILB75       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $183445.03    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS + CO LLC                                                       | BOUGHT ZAR/SOLD USD                                                                          | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-72993.06    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK,N.A.                                                     | BOUGHT ZAR/SOLD USD                                                                          | CUSIP: N/A<br>LEI: G1MLHIS0N32I3QPILB75       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-9603.70     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS + CO LLC                                                       | BOUGHT ZAR/SOLD USD                                                                          | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-27141.33    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK,N.A.                                                     | BOUGHT ZAR/SOLD USD                                                                          | CUSIP: N/A<br>LEI: G1MLHIS0N32I3QPILB75       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $54884.34     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N.A.                                                                | BOUGHT ZAR/SOLD USD                                                                          | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $128153.31    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK,N.A.                                                     | BOUGHT ZAR/SOLD USD                                                                          | CUSIP: N/A<br>LEI: G1MLHIS0N32I3QPILB75       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $123462.32    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK,N.A.                                                     | BOUGHT ZAR/SOLD USD                                                                          | CUSIP: N/A<br>LEI: G1MLHIS0N32I3QPILB75       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $77604.90     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS + CO LLC                                                       | BOUGHT ZAR/SOLD USD                                                                          | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $62825.66     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                       | BOUGHT ZAR/SOLD USD                                                                          | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-66705.89    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N.A.                                                                | SOLD AUD/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-233407.18   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS + CO LLC                                                       | SOLD AUD/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-230830.68   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK N.A                                                      | SOLD AUD/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-227756.16   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N.A.                                                                | SOLD MXN/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-122270.55   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK,N.A.                                                     | SOLD MXN/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: G1MLHIS0N32I3QPILB75       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-51681.84    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK,N.A.                                                     | SOLD MXN/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: G1MLHIS0N32I3QPILB75       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-98411.52    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK,N.A.                                                     | SOLD MXN/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: G1MLHIS0N32I3QPILB75       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-96467.59    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA N.A.                                                         | SOLD MXN/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-109101.40   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA N.A.                                                         | SOLD MXN/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-147433.60   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA N.A.                                                         | SOLD MXN/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-98051.38    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK,N.A.                                                     | SOLD MXN/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: G1MLHIS0N32I3QPILB75       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-103110.50   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA N.A.                                                         | SOLD MXN/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-174567.93   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N.A.                                                                | SOLD MXN/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-190179.26   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N.A.                                                                | SOLD MXN/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-181533.36   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA N.A.                                                         | SOLD MXN/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-271738.88   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N.A.                                                                | SOLD MXN/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-115557.24   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N.A.                                                                | SOLD MXN/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-125031.41   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA N.A.                                                         | SOLD MXN/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-91254.29    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                       | SOLD MXN/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-31387.20    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N.A.                                                                | SOLD PLN/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-18457.35    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N.A.                                                                | SOLD PLN/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $26703.79     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA N.A.                                                         | SOLD RON/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $62016.95     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS + CO LLC                                                       | SOLD RON/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $31307.21     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK N.A                                                      | BOUGHT AUD/SOLD USD                                                                          | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $75187.43     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                       | BOUGHT AUD/SOLD USD                                                                          | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $117498.05    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N.A.                                                                | BOUGHT AUD/SOLD USD                                                                          | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $116780.12    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK N.A                                                      | BOUGHT AUD/SOLD USD                                                                          | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $282703.29    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK N.A                                                      | BOUGHT AUD/SOLD USD                                                                          | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $624363.48    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK N.A                                                      | BOUGHT AUD/SOLD USD                                                                          | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $444559.57    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N.A.                                                                | BOUGHT AUD/SOLD USD                                                                          | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $225729.91    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                       | BOUGHT AUD/SOLD USD                                                                          | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $222635.12    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N.A.                                                                | BOUGHT AUD/SOLD USD                                                                          | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $187319.92    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK N.A                                                      | BOUGHT AUD/SOLD USD                                                                          | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $81205.70     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK N.A                                                      | BOUGHT AUD/SOLD USD                                                                          | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $83363.63     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK N.A                                                      | BOUGHT AUD/SOLD USD                                                                          | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $80839.38     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                       | BOUGHT BRL/SOLD USD                                                                          | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $752698.80    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK,N.A.                                                     | BOUGHT BRL/SOLD USD                                                                          | CUSIP: N/A<br>LEI: G1MLHIS0N32I3QPILB75       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $667418.53    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N.A.                                                                | BOUGHT BRL/SOLD USD                                                                          | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $566358.32    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N.A.                                                                | BOUGHT BRL/SOLD USD                                                                          | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $558373.42    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK,N.A.                                                     | BOUGHT BRL/SOLD USD                                                                          | CUSIP: N/A<br>LEI: G1MLHIS0N32I3QPILB75       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $310203.70    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS + CO LLC                                                       | BOUGHT BRL/SOLD USD                                                                          | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $299567.33    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS + CO LLC                                                       | BOUGHT BRL/SOLD USD                                                                          | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $296917.55    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N.A.                                                                | BOUGHT BRL/SOLD USD                                                                          | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $623271.74    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK,N.A.                                                     | BOUGHT BRL/SOLD USD                                                                          | CUSIP: N/A<br>LEI: G1MLHIS0N32I3QPILB75       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $702700.29    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N.A.                                                                | BOUGHT BRL/SOLD USD                                                                          | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $305617.68    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N.A.                                                                | BOUGHT BRL/SOLD USD                                                                          | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $275499.27    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N.A.                                                                | BOUGHT KRW/SOLD USD                                                                          | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-4598.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS + CO LLC                                                       | BOUGHT KRW/SOLD USD                                                                          | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-24348.75    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, N.A.                                                    | BOUGHT KRW/SOLD USD                                                                          | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-20675.83    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS + CO LLC                                                       | BOUGHT KRW/SOLD USD                                                                          | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-737.62      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N.A.                                                                | BOUGHT KRW/SOLD USD                                                                          | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $15644.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS + CO LLC                                                       | BOUGHT MXN/SOLD USD                                                                          | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $31997.62     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS + CO LLC                                                       | BOUGHT MXN/SOLD USD                                                                          | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $53714.20     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS + CO LLC                                                       | BOUGHT MXN/SOLD USD                                                                          | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $187076.80    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK,N.A.                                                     | BOUGHT MXN/SOLD USD                                                                          | CUSIP: N/A<br>LEI: G1MLHIS0N32I3QPILB75       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $125407.99    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK,N.A.                                                     | BOUGHT MXN/SOLD USD                                                                          | CUSIP: N/A<br>LEI: G1MLHIS0N32I3QPILB75       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $224443.81    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA N.A.                                                         | BOUGHT MXN/SOLD USD                                                                          | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $145128.58    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA N.A.                                                         | BOUGHT MXN/SOLD USD                                                                          | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $115565.59    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS + CO LLC                                                       | BOUGHT MXN/SOLD USD                                                                          | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $163084.57    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA N.A.                                                         | BOUGHT MXN/SOLD USD                                                                          | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $107254.64    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS + CO LLC                                                       | BOUGHT MXN/SOLD USD                                                                          | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $104163.26    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS + CO LLC                                                       | BOUGHT MXN/SOLD USD                                                                          | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $101589.50    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA N.A.                                                         | BOUGHT MXN/SOLD USD                                                                          | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $233016.49    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                       | BOUGHT MXN/SOLD USD                                                                          | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $94141.04     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK,N.A.                                                     | BOUGHT MXN/SOLD USD                                                                          | CUSIP: N/A<br>LEI: G1MLHIS0N32I3QPILB75       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $99212.33     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA N.A.                                                         | BOUGHT MXN/SOLD USD                                                                          | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $78863.51     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK,N.A.                                                     | BOUGHT ZAR/SOLD USD                                                                          | CUSIP: N/A<br>LEI: G1MLHIS0N32I3QPILB75       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-36963.69    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA N.A.                                                         | BOUGHT ZAR/SOLD USD                                                                          | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-73630.75    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA N.A.                                                         | BOUGHT ZAR/SOLD USD                                                                          | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-122941.92   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA N.A.                                                         | BOUGHT ZAR/SOLD USD                                                                          | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-107549.04   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA N.A.                                                         | BOUGHT ZAR/SOLD USD                                                                          | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-39750.70    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N.A.                                                                | BOUGHT ZAR/SOLD USD                                                                          | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-18552.33    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA N.A.                                                         | SOLD BRL/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-314238.55   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N.A.                                                                | SOLD BRL/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-320436.13   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA N.A.                                                         | SOLD BRL/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-665386.70   | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS + CO LLC                                                       | SOLD BRL/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-554271.08   | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N.A.                                                                | SOLD SEK/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-112156.58   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N.A.                                                                | SOLD SEK/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-113301.27   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS + CO LLC                                                       | SOLD SEK/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-144216.38   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS + CO LLC                                                       | SOLD SEK/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-116452.18   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N.A.                                                                | SOLD THB/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-17514.74    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, N.A.                                                    | SOLD THB/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-21653.86    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS + CO LLC                                                       | SOLD THB/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $69078.55     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS + CO LLC                                                       | SOLD THB/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $68321.05     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, N.A.                                                    | SOLD THB/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $73020.17     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N.A.                                                                | SOLD THB/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $122293.46    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS + CO LLC                                                       | SOLD THB/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $37826.58     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N.A.                                                                | SOLD THB/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $64847.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                       | SOLD THB/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $51046.59     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS + CO LLC                                                       | SOLD TRY/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-16944.07    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N.A.                                                                | SOLD TRY/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-158885.61   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA N.A.                                                         | SOLD ZAR/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $153436.98    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA N.A.                                                         | SOLD ZAR/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $116982.64    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N.A.                                                                | SOLD ZAR/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $1599.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK,N.A.                                                     | SOLD ZAR/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: G1MLHIS0N32I3QPILB75       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $9291.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK,N.A.                                                     | SOLD ZAR/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: G1MLHIS0N32I3QPILB75       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-80779.38    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK,N.A.                                                     | SOLD ZAR/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: G1MLHIS0N32I3QPILB75       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-61077.59    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA N.A.                                                         | SOLD ZAR/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-111803.30   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA N.A.                                                         | SOLD CLP/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-13767.03    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA N.A.                                                         | SOLD CLP/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $57338.10     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS + CO LLC                                                       | SOLD CLP/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $104308.94    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS + CO LLC                                                       | SOLD COP/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-294504.13   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                       | SOLD HUF/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-480796.20   | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                       | SOLD HUF/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-441794.72   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                       | SOLD HUF/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-614093.92   | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK,N.A.                                                     | SOLD HUF/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: G1MLHIS0N32I3QPILB75       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-203857.57   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS + CO LLC                                                       | BOUGHT CLP/SOLD USD                                                                          | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $59654.77     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS + CO LLC                                                       | BOUGHT CLP/SOLD USD                                                                          | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $58093.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS + CO LLC                                                       | BOUGHT CLP/SOLD USD                                                                          | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $54207.97     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA N.A.                                                         | BOUGHT CLP/SOLD USD                                                                          | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $49181.63     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS + CO LLC                                                       | BOUGHT COP/SOLD USD                                                                          | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $121315.79    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA N.A.                                                         | BOUGHT COP/SOLD USD                                                                          | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-41277.57    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA N.A.                                                         | BOUGHT CZK/SOLD USD                                                                          | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $140577.39    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N.A.                                                                | BOUGHT CZK/SOLD USD                                                                          | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $158078.98    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS + CO LLC                                                       | BOUGHT EUR/SOLD USD                                                                          | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $11917.30     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK N.A                                                      | BOUGHT EUR/SOLD USD                                                                          | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-44885.89    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA N.A.                                                         | BOUGHT HUF/SOLD USD                                                                          | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $630916.61    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK,N.A.                                                     | BOUGHT HUF/SOLD USD                                                                          | CUSIP: N/A<br>LEI: G1MLHIS0N32I3QPILB75       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $277905.80    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA N.A.                                                         | BOUGHT HUF/SOLD USD                                                                          | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $730186.75    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK,N.A.                                                     | BOUGHT HUF/SOLD USD                                                                          | CUSIP: N/A<br>LEI: G1MLHIS0N32I3QPILB75       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $435056.32    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS + CO LLC                                                       | BOUGHT HUF/SOLD USD                                                                          | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $801678.58    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                       | BOUGHT HUF/SOLD USD                                                                          | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $509449.88    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA N.A.                                                         | BOUGHT HUF/SOLD USD                                                                          | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $908732.56    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA N.A.                                                         | BOUGHT HUF/SOLD USD                                                                          | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $879082.26    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA N.A.                                                         | BOUGHT HUF/SOLD USD                                                                          | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $793727.41    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS + CO LLC                                                       | BOUGHT HUF/SOLD USD                                                                          | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $804808.84    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK,N.A.                                                     | BOUGHT HUF/SOLD USD                                                                          | CUSIP: N/A<br>LEI: G1MLHIS0N32I3QPILB75       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $476609.40    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK,N.A.                                                     | BOUGHT HUF/SOLD USD                                                                          | CUSIP: N/A<br>LEI: G1MLHIS0N32I3QPILB75       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $438684.62    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS + CO LLC                                                       | BOUGHT HUF/SOLD USD                                                                          | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $428021.45    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N.A.                                                                | BOUGHT HUF/SOLD USD                                                                          | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $855615.21    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N.A.                                                                | BOUGHT SEK/SOLD USD                                                                          | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $36721.21     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK,N.A.                                                     | BOUGHT SEK/SOLD USD                                                                          | CUSIP: N/A<br>LEI: G1MLHIS0N32I3QPILB75       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $37300.69     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS + CO LLC                                                       | BOUGHT THB/SOLD USD                                                                          | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-198511.06   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N.A.                                                                | BOUGHT THB/SOLD USD                                                                          | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-37681.25    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA N.A.                                                         | BOUGHT THB/SOLD USD                                                                          | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-25684.97    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N.A.                                                                | BOUGHT THB/SOLD USD                                                                          | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-31088.53    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, N.A.                                                    | BOUGHT THB/SOLD USD                                                                          | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $458.74       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N.A.                                                                | BOUGHT THB/SOLD USD                                                                          | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $31864.81     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N.A.                                                                | BOUGHT THB/SOLD USD                                                                          | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $21390.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N.A.                                                                | BOUGHT THB/SOLD USD                                                                          | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $20239.77     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N.A.                                                                | BOUGHT THB/SOLD USD                                                                          | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $7597.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, N.A.                                                    | BOUGHT THB/SOLD USD                                                                          | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-1534.70     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N.A.                                                                | BOUGHT THB/SOLD USD                                                                          | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-44661.29    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N.A.                                                                | BOUGHT THB/SOLD USD                                                                          | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $47602.75     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS + CO LLC                                                       | BOUGHT THB/SOLD USD                                                                          | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $35127.81     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N.A.                                                                | BOUGHT THB/SOLD USD                                                                          | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $43669.75     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N.A.                                                                | BOUGHT THB/SOLD USD                                                                          | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $43544.05     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS + CO LLC                                                       | BOUGHT THB/SOLD USD                                                                          | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $12225.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                       | BOUGHT THB/SOLD USD                                                                          | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $107334.75    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS + CO LLC                                                       | SOLD INR/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $129035.88    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA N.A.                                                         | SOLD KRW/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $15512.67     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA N.A.                                                         | SOLD KRW/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-25895.08    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N.A.                                                                | SOLD KRW/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-13624.79    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA N.A.                                                         | SOLD ZAR/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-66759.69    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA N.A.                                                         | SOLD ZAR/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-104153.67   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N.A.                                                                | SOLD ZAR/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-98512.64    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK,N.A.                                                     | SOLD ZAR/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: G1MLHIS0N32I3QPILB75       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-89417.59    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA N.A.                                                         | SOLD ZAR/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $61066.28     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK,N.A.                                                     | SOLD ZAR/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: G1MLHIS0N32I3QPILB75       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $32769.71     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK,N.A.                                                     | SOLD ZAR/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: G1MLHIS0N32I3QPILB75       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $61746.18     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK,N.A.                                                     | SOLD ZAR/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: G1MLHIS0N32I3QPILB75       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $102154.01    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS + CO LLC                                                       | BOUGHT KRW/SOLD USD                                                                          | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $41392.20     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N.A.                                                                | BOUGHT KRW/SOLD USD                                                                          | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $103367.59    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N.A.                                                                | BOUGHT KRW/SOLD USD                                                                          | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $131291.76    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS + CO LLC                                                       | BOUGHT KRW/SOLD USD                                                                          | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $101556.04    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                       | SOLD AUD/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-107725.61   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK,N.A.                                                     | SOLD AUD/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: G1MLHIS0N32I3QPILB75       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-109239.67   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N.A.                                                                | SOLD AUD/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-214426.74   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK,N.A.                                                     | SOLD AUD/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: G1MLHIS0N32I3QPILB75       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-86950.88    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK,N.A.                                                     | SOLD AUD/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: G1MLHIS0N32I3QPILB75       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-130985.13   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                       | SOLD AUD/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-242142.48   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK,N.A.                                                     | SOLD AUD/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: G1MLHIS0N32I3QPILB75       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-111841.97   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK N.A                                                      | SOLD AUD/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-118335.52   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK N.A                                                      | SOLD AUD/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-136444.82   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK,N.A.                                                     | SOLD AUD/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: G1MLHIS0N32I3QPILB75       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-135972.44   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, N.A.                                                    | SOLD BRL/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-51055.07    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS + CO LLC                                                       | SOLD CLP/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $46132.38     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA N.A.                                                         | SOLD CLP/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $56098.30     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA N.A.                                                         | SOLD KRW/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-6211.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, N.A.                                                    | SOLD KRW/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-18221.43    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N.A.                                                                | SOLD KRW/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $24873.63     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK,N.A.                                                     | SOLD MXN/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: G1MLHIS0N32I3QPILB75       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-17637.51    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Hungary Government Bond                                                      | Hungary Government Bond 7.00 10/24/2035                                                      | CUSIP: N/A<br>LEI: 5299003F3UFKGCCMAP43       | Long             | DBT              | NUSS              | HU        |   873300000 | PA      | $3023810.58   | 0.66%             | 2035-10-24      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government Bond                                           | Republic of Poland Government Bond 5.00 10/25/2035                                           | CUSIP: N/A<br>LEI: 259400R9L8QEP0TPXS31       | Long             | DBT              | NUSS              | PL        |    15600000 | PA      | $4088218.30   | 0.89%             | 2035-10-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Lebanon Government International Bond                                        | Lebanon Government International Bond 6.65 11/03/2028                                        | CUSIP: N/A<br>LEI: 529900QPC4K9S1KHL354       | Long             | DBT              | NUSS              | LB        |     6500000 | PA      | $1655848.29   | 0.36%             | 2028-11-03      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Venezuela Government International Bond                                      | Venezuela Government International Bond 11.95 08/05/2031                                     | CUSIP: N/A<br>LEI: 529900XM8PJTJK5OJI77       | Long             | DBT              | NUSS              | VE        |     7500000 | PA      | $4284375.00   | 0.94%             | 2031-08-05      | Fixed         | 11.95%                | No            |                  2 | On Loan: No      |
| DP World Crescent Ltd                                                        | DP World Crescent Ltd 5.50 05/08/2035                                                        | CUSIP: 260979AA7<br>LEI: 21380096JRTWB8TL9236 | Long             | DBT              | CORP              | KY        |     2000000 | PA      | $1994835.20   | 0.44%             | 2035-05-08      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Eagle Funding Luxco Sarl                                                     | Eagle Funding Luxco Sarl 5.50 08/17/2030                                                     | CUSIP: 26951TAA8<br>LEI: 894500VDP08MVIZ6OA60 | Long             | DBT              | NUSS              | LU        |     3659000 | PA      | $3691748.05   | 0.81%             | 2030-08-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| El Salvador Government International Bond                                    | El Salvador Government International Bond 9.25 04/17/2030                                    | CUSIP: 283875CE0<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |     1100000 | PA      | $1181169.00   | 0.26%             | 2030-04-17      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Ghana Government International Bond                                          | Ghana Government International Bond 0.00 07/03/2026                                          | CUSIP: 374422AL7<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |       53600 | PA      | $53100.35     | 0.01%             | 2026-07-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Pakistan Government International Bond                                       | Pakistan Government International Bond 7.38 04/08/2031                                       | CUSIP: 695847AT0<br>LEI: 529900LOP29R5WKHOD86 | Long             | DBT              | NUSS              | PK        |     1200000 | PA      | $1158469.87   | 0.25%             | 2031-04-08      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bond                                         | Panama Government International Bond 3.16 01/23/2030                                         | CUSIP: 698299BK9<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |     3030000 | PA      | $2878500.00   | 0.63%             | 2030-01-23      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bond                                         | Panama Government International Bond 6.85 03/28/2054                                         | CUSIP: 698299BV5<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |     3670000 | PA      | $3966352.50   | 0.87%             | 2054-03-28      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bond                                         | Panama Government International Bond 6.88 01/31/2036                                         | CUSIP: 698299BW3<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |     4749000 | PA      | $5236366.13   | 1.15%             | 2036-01-31      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bond                                         | Panama Government International Bond 5.66 02/23/2038                                         | CUSIP: 698299CC6<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |     1000000 | PA      | $1008000.00   | 0.22%             | 2038-02-23      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| Paraguay Government International Bond                                       | Paraguay Government International Bond 6.65 03/04/2055                                       | CUSIP: 699149BY5<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |     2000000 | PA      | $2115500.00   | 0.46%             | 2055-03-04      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Paraguay Government International Bond                                       | Paraguay Government International Bond 8.50 04/04/2038                                       | CUSIP: 699149CC2<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        | 20000000000 | PA      | $3267471.64   | 0.72%             | 2038-04-04      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Peruvian Government International Bond                                       | Peruvian Government International Bond 8.75 11/21/2033                                       | CUSIP: 715638AP7<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     2500000 | PA      | $3077250.00   | 0.67%             | 2033-11-21      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Peruvian Government International Bond                                       | Peruvian Government International Bond 5.38 02/08/2035                                       | CUSIP: 715638EB4<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     2700000 | PA      | $2728350.00   | 0.60%             | 2035-02-08      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Peruvian Government International Bond                                       | Peruvian Government International Bond 6.20 06/30/2055                                       | CUSIP: 715638FD9<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     1600000 | PA      | $1624720.00   | 0.36%             | 2055-06-30      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Bond                                                     | Malaysia Government Bond 3.83 07/05/2034                                                     | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |    12500000 | PA      | $3211687.52   | 0.70%             | 2034-07-05      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| Ecuador Government International Bond                                        | Ecuador Government International Bond 6.90 07/31/2035                                        | CUSIP: N/A<br>LEI: 5299003Y2U5XK0A35H71       | Long             | DBT              | NUSS              | EC        |     7347960 | PA      | $6789515.04   | 1.49%             | 2035-07-31      | Floating      | 6.90%                 | No            |                  2 | On Loan: No      |
| Ecuador Government International Bond                                        | Ecuador Government International Bond 0.00 07/31/2030                                        | CUSIP: ZO2104248<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |     4950000 | PA      | $4255762.50   | 0.93%             | 2030-07-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Perusahaan Penerbit SBSN Indonesia III                                       | Perusahaan Penerbit SBSN Indonesia III 4.50 12/01/2030                                       | CUSIP: 71567WAD7<br>LEI: 254900G208H6Q0L5B953 | Long             | DBT              | NUSS              | ID        |     2500000 | PA      | $2491662.50   | 0.55%             | 2030-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                          | Petroleos Mexicanos 5.95 01/28/2031                                                          | CUSIP: 71654QDE9<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     4623000 | PA      | $4525708.97   | 0.99%             | 2031-01-28      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Abu Dhabi Developmental Holding Co PJSC                                      | Abu Dhabi Developmental Holding Co PJSC 5.00 05/06/2035                                      | CUSIP: 00402AAB7<br>LEI: 254900G082ZFKTCR2Q75 | Long             | DBT              | CORP              | AE        |     3000000 | PA      | $2957604.51   | 0.65%             | 2035-05-06      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Adnoc Murban Rsc Ltd                                                         | Adnoc Murban Rsc Ltd 5.13 09/11/2054                                                         | CUSIP: 00723L2C2<br>LEI: 213800OWGH7RAYG61M70 | Long             | DBT              | CORP              | AE        |     2600000 | PA      | $2318969.02   | 0.51%             | 2054-09-11      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Petroleos de Venezuela SA                                                    | Petroleos de Venezuela SA 6.00 11/15/2026                                                    | CUSIP: 716558AF8<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |    10600000 | PA      | $4213500.00   | 0.92%             | 2026-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Petronas Capital Ltd                                                         | Petronas Capital Ltd 5.34 04/03/2035                                                         | CUSIP: 716743AW9<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |     4000000 | PA      | $4130989.20   | 0.90%             | 2035-04-03      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| Angolan Government International Bond                                        | Angolan Government International Bond 8.25 05/09/2028                                        | CUSIP: 035198AB6<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |     1275000 | PA      | $1308129.09   | 0.29%             | 2028-05-09      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Angolan Government International Bond                                        | Angolan Government International Bond 9.88 10/15/2035                                        | CUSIP: 035198AJ9<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |     3200000 | PA      | $3444438.88   | 0.75%             | 2035-10-15      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| Philippine Government International Bond                                     | Philippine Government International Bond 5.18 09/05/2049                                     | CUSIP: 718286DD6<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |     5500000 | PA      | $5069574.18   | 1.11%             | 2049-09-05      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| Philippine Government International Bond                                     | Philippine Government International Bond 5.00 01/27/2036                                     | CUSIP: 718286DK0<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |     1500000 | PA      | $1482986.51   | 0.32%             | 2036-01-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pakistan Government International Bond                                       | Pakistan Government International Bond 6.88 12/05/2027                                       | CUSIP: 740840AC7<br>LEI: 529900LOP29R5WKHOD86 | Long             | DBT              | NUSS              | PK        |     7715000 | PA      | $7762701.85   | 1.70%             | 2027-12-05      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| PRIO Luxembourg Holding Sarl                                                 | PRIO Luxembourg Holding Sarl 6.75 10/15/2030                                                 | CUSIP: 74259PAA5<br>LEI: 2221003VQP4JY7T31H94 | Long             | DBT              | CORP              | LU        |     1441000 | PA      | $1440322.73   | 0.32%             | 2030-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Angolan Government International Bond                                        | Angolan Government International Bond 9.38 03/31/2033                                        | CUSIP: 035198AK6<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |     1700000 | PA      | $1802276.61   | 0.39%             | 2033-03-31      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Egypt Government International Bond                                          | Egypt Government International Bond 8.50 01/31/2047                                          | CUSIP: 038461AM1<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     2125000 | PA      | $1934735.19   | 0.42%             | 2047-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Provincia de Cordoba                                                         | Provincia de Cordoba 8.60 02/03/2035                                                         | CUSIP: 74408DAG9<br>LEI: 5299006CLM2Z97AATT29 | Long             | DBT              | NUSS              | AR        |     1200000 | PA      | $1161000.00   | 0.25%             | 2035-02-03      | Fixed         | 8.60%                 | No            |                  2 | On Loan: No      |
| Pertamina Hulu Energi PT                                                     | Pertamina Hulu Energi PT 5.25 05/21/2030                                                     | CUSIP: 74448WAA2<br>LEI: 2549003IT1KDHL64C037 | Long             | DBT              | CORP              | ID        |     4000000 | PA      | $4044476.80   | 0.89%             | 2030-05-21      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Uruguay Government International Bond                                        | Uruguay Government International Bond 5.75 10/28/2034                                        | CUSIP: 760942BE1<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |     4400000 | PA      | $4632540.00   | 1.01%             | 2034-10-28      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Oriental Republic of Uruguay                                                 | Oriental Republic of Uruguay 5.25 09/10/2060                                                 | CUSIP: 760942BG6<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |     4000000 | PA      | $3701760.00   | 0.81%             | 2060-09-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Romanian Government International Bond                                       | Romanian Government International Bond 6.00 05/25/2034                                       | CUSIP: 77586RAP5<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    10060000 | PA      | $9974765.04   | 2.18%             | 2034-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Romanian Government International Bond                                       | Romanian Government International Bond 5.75 07/04/2036                                       | CUSIP: 775921AA7<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      500000 | PA      | $471652.62    | 0.10%             | 2036-07-04      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Saudi Government International Bond                                          | Saudi Government International Bond 5.75 01/16/2054                                          | CUSIP: 80413TBH1<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |     7230000 | PA      | $6949040.03   | 1.52%             | 2054-01-16      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Saudi Government International Bond                                          | Saudi Government International Bond 4.88 01/12/2036                                          | CUSIP: 80413TBR9<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |      700000 | PA      | $689546.59    | 0.15%             | 2036-01-12      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Senegal Government International Bond                                        | Senegal Government International Bond 6.25 05/23/2033                                        | CUSIP: 81720TAC9<br>LEI: 549300NP14ZLQGWIUZ97 | Long             | DBT              | NUSS              | SN        |      900000 | PA      | $510359.39    | 0.11%             | 2033-05-23      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Ukraine Government International Bond                                        | Ukraine Government International Bond 4.50 02/01/2036                                        | CUSIP: N/A<br>LEI: 6354001WLTJXOMEXPY07       | Long             | DBT              | NUSS              | UA        |     1089960 | PA      | $648715.01    | 0.14%             | 2036-02-01      | Floating      | 4.50%                 | No            |                  2 | On Loan: No      |
| Turkiye Government Bond                                                      | Turkiye Government Bond 30.00 09/12/2029                                                     | CUSIP: N/A<br>LEI: 5493000PCHOG3B6S3Q85       | Long             | DBT              | NUSS              | TR        |   650736000 | PA      | $12660835.03  | 2.77%             | 2029-09-12      | Fixed         | 30.00%                | No            |                  2 | On Loan: No      |
| Sri Lanka Government International Bond                                      | Sri Lanka Government International Bond 3.35 03/15/2033                                      | CUSIP: N/A<br>LEI: 254900IG6Y30I2QE2R92       | Long             | DBT              | NUSS              | LK        |     4377739 | PA      | $3912387.45   | 0.86%             | 2033-03-15      | Floating      | 3.35%                 | No            |                  2 | On Loan: No      |
| Sri Lanka Government International Bond                                      | Sri Lanka Government International Bond 3.60 02/15/2038                                      | CUSIP: N/A<br>LEI: 254900IG6Y30I2QE2R92       | Long             | DBT              | NUSS              | LK        |     2200000 | PA      | $2077244.86   | 0.45%             | 2038-02-15      | Floating      | 3.60%                 | No            |                  2 | On Loan: No      |
| Egypt Government International Bond                                          | Egypt Government International Bond 7.30 09/30/2033                                          | CUSIP: 03846JAE0<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     9400000 | PA      | $9121945.27   | 2.00%             | 2033-09-30      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| Argentine Republic Government International Bond                             | Argentine Republic Government International Bond 4.13 07/09/2035                             | CUSIP: 040114HT0<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    13650000 | PA      | $10203375.00  | 2.23%             | 2035-07-09      | Floating      | 4.12%                 | No            |                  2 | On Loan: No      |
| Bahrain Government International Bond                                        | Bahrain Government International Bond 6.00 09/19/2044                                        | CUSIP: 05674RAD6<br>LEI: 549300RODM1WN85LFQ95 | Long             | DBT              | NUSS              | BH        |     2100000 | PA      | $1763607.13   | 0.39%             | 2044-09-19      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Bahrain Government International Bond                                        | Bahrain Government International Bond 5.63 09/30/2031                                        | CUSIP: 05675M2A1<br>LEI: 549300RODM1WN85LFQ95 | Long             | DBT              | NUSS              | BH        |     3800000 | PA      | $3624588.12   | 0.79%             | 2031-09-30      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Bahrain Government International Bond                                        | Bahrain Government International Bond 7.38 05/14/2030                                        | CUSIP: 05675M2C7<br>LEI: 549300RODM1WN85LFQ95 | Long             | DBT              | NUSS              | BH        |     1300000 | PA      | $1333440.85   | 0.29%             | 2030-05-14      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Bahrain Government International Bond                                        | Bahrain Government International Bond 6.63 10/06/2037                                        | CUSIP: 056909AA2<br>LEI: 549300RODM1WN85LFQ95 | Long             | DBT              | NUSS              | BH        |     1200000 | PA      | $1141185.64   | 0.25%             | 2037-10-06      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Bahrain Government International Bond                                        | Bahrain Government International Bond 7.10 02/03/2038                                        | CUSIP: 056909AB0<br>LEI: 549300RODM1WN85LFQ95 | Long             | DBT              | NUSS              | BH        |     1100000 | PA      | $1074898.48   | 0.24%             | 2038-02-03      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| Banco Mercantil del Norte SA/Grand Cayman                                    | Banco Mercantil del Norte SA/Grand Cayman (pfd) 8.38% 10/14/2174 Perpetual                   | CUSIP: 05971PAC2<br>LEI: 549300QTVYRPFHS0J362 | Long             | EP               | CORP              | KY        |      400000 | NS      | $425662.00    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| FIEMEX Energia - Banco Actinver SA Institucion de Banca Multiple             | FIEMEX Energia - Banco Actinver SA Institucion de Banca Multiple 7.25 01/31/2041             | CUSIP: 05974EAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |     2275195 | PA      | $2357785.06   | 0.52%             | 2041-01-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Bank Gospodarstwa Krajowego                                                  | Bank Gospodarstwa Krajowego 5.38 05/22/2033                                                  | CUSIP: 06237MAA1<br>LEI: 259400BCOV9JJIGLYF05 | Long             | DBT              | NUSS              | PL        |     4825000 | PA      | $4933456.11   | 1.08%             | 2033-05-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Benin Government International Bond                                          | Benin Government International Bond 7.96 02/13/2038                                          | CUSIP: 08205QAA6<br>LEI: 635400Q11P6AE5A5Y230 | Long             | DBT              | NUSS              | BJ        |     1200000 | PA      | $1236213.80   | 0.27%             | 2038-02-13      | Fixed         | 7.96%                 | No            |                  2 | On Loan: No      |
| Ciudad Autonoma De Buenos Aires/Government Bonds                             | Ciudad Autonoma De Buenos Aires/Government Bonds 7.80 11/26/2033                             | CUSIP: 11943HAD1<br>LEI: 5299007MC8RF52X0ON96 | Long             | DBT              | NUSS              | AR        |      500000 | PA      | $519410.00    | 0.11%             | 2033-11-26      | Fixed         | 7.80%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bond                                          | Chile Government International Bond 2.55 01/27/2032                                          | CUSIP: 168863DN5<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    10000000 | PA      | $8940000.00   | 1.96%             | 2032-01-27      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bond                                          | Chile Government International Bond 4.34 03/07/2042                                          | CUSIP: 168863DY1<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |     6000000 | PA      | $5311200.00   | 1.16%             | 2042-03-07      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bond                                       | Colombia Government International Bond 7.75 11/07/2036                                       | CUSIP: 195325EP6<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     9305000 | PA      | $9821427.50   | 2.15%             | 2036-11-07      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bond                                       | Colombia Government International Bond 6.13 01/21/2031                                       | CUSIP: 195325EU5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     1500000 | PA      | $1500300.00   | 0.33%             | 2031-01-21      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Ghana Government International Bond                                          | Ghana Government International Bond 5.00 07/03/2029                                          | CUSIP: 374422AM5<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |     1418725 | PA      | $1392673.78   | 0.30%             | 2029-07-03      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| Ghana Government International Bond                                          | Ghana Government International Bond 0.00 01/03/2030                                          | CUSIP: 374422AN3<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |      299705 | PA      | $264120.15    | 0.06%             | 2030-01-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Ghana Government International Bond                                          | Ghana Government International Bond 5.00 07/03/2035                                          | CUSIP: 374422AP8<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |     1850000 | PA      | $1702507.53   | 0.37%             | 2035-07-03      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| Greenko Wind Projects Mauritius Ltd                                          | Greenko Wind Projects Mauritius Ltd 7.25 09/27/2028                                          | CUSIP: 39531JAB0<br>LEI: 254900MSUXE1FF83DP82 | Long             | DBT              | CORP              | MU        |     1243070 | PA      | $1255439.03   | 0.27%             | 2028-09-27      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Grupo Energia Bogota SA ESP                                                  | Grupo Energia Bogota SA ESP 5.75 10/22/2035                                                  | CUSIP: 40053XAC3<br>LEI: 529900LG618OWYVHI655 | Long             | DBT              | CORP              | CO        |      424000 | PA      | $414195.00    | 0.09%             | 2035-10-22      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Guatemala Government Bond                                                    | Guatemala Government Bond 4.38 06/05/2027                                                    | CUSIP: 401494AP4<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |     1900000 | PA      | $1896504.00   | 0.42%             | 2027-06-05      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Jordan Government International Bond                                         | Jordan Government International Bond 7.38 10/10/2047                                         | CUSIP: 418097AJ0<br>LEI: 5493000JZ4MYPVMBVN50 | Long             | DBT              | NUSS              | JO        |     1110000 | PA      | $1072840.05   | 0.23%             | 2047-10-10      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Hungary Government International Bond                                        | Hungary Government International Bond 6.00 09/26/2035                                        | CUSIP: 445545AW6<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |     6000000 | PA      | $6243674.52   | 1.37%             | 2035-09-26      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bond                                      | Indonesia Government International Bond 5.45 09/20/2052                                      | CUSIP: 455780DP8<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |     1790000 | PA      | $1715558.07   | 0.38%             | 2052-09-20      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Jamaica Government International Bond                                        | Jamaica Government International Bond 8.00 03/15/2039                                        | CUSIP: 470160AV4<br>LEI: 529900Y93KNSXZI8KK56 | Long             | DBT              | NUSS              | JM        |      500000 | PA      | $605050.00    | 0.13%             | 2039-03-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Development Bank of Kazakhstan JSC                                           | Development Bank of Kazakhstan JSC 16.95 05/08/2029                                          | CUSIP: 48129VAH9<br>LEI: 213800LCDPGJ1BI7KX98 | Long             | DBT              | NUSS              | KZ        |   990000000 | PA      | $2147598.13   | 0.47%             | 2029-05-08      | Fixed         | 16.95%                | No            |                  2 | On Loan: No      |
| Comision Ejecutiva Hidroelectrica del Rio Lempa                              | Comision Ejecutiva Hidroelectrica del Rio Lempa 8.65 01/24/2033                              | CUSIP: 200444AA5<br>LEI: 254900YU43PQQ27Q0E71 | Long             | DBT              | CORP              | SV        |     5155000 | PA      | $5479765.00   | 1.20%             | 2033-01-24      | Fixed         | 8.65%                 | No            |                  2 | On Loan: No      |
| Comision Federal de Electricidad                                             | Comision Federal de Electricidad 6.05 01/28/2034                                             | CUSIP: 200447AQ3<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |      452000 | PA      | $446860.76    | 0.10%             | 2034-01-28      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| Corp Nacional del Cobre de Chile                                             | Corp Nacional del Cobre de Chile 6.33 01/13/2035                                             | CUSIP: 21987BBL1<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |     1500000 | PA      | $1593000.00   | 0.35%             | 2035-01-13      | Fixed         | 6.33%                 | No            |                  2 | On Loan: No      |
| Costa Rica Government International Bond                                     | Costa Rica Government International Bond 6.13 02/19/2031                                     | CUSIP: 221597CP0<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |     4000000 | PA      | $4167800.00   | 0.91%             | 2031-02-19      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Costa Rica Government International Bond                                     | Costa Rica Government International Bond 7.30 11/13/2054                                     | CUSIP: 221597CV7<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |     1650000 | PA      | $1861406.25   | 0.41%             | 2054-11-13      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| Kazakhstan Government International Bond                                     | Kazakhstan Government International Bond 0.00 07/01/2037                                     | CUSIP: 486661BP5<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |     1300000 | PA      | $1331188.48   | 0.29%             | 2037-07-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Kazakhstan Government International Bond                                     | Kazakhstan Government International Bond 4.41 10/28/2030                                     | CUSIP: 486661BQ3<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |     2400000 | PA      | $2368069.90   | 0.52%             | 2030-10-28      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| Ivory Coast Government International Bond                                    | Ivory Coast Government International Bond 7.63 01/30/2033                                    | CUSIP: 221625AT3<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |      900000 | PA      | $945832.15    | 0.21%             | 2033-01-30      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Ivory Coast Government International Bond                                    | Ivory Coast Government International Bond 8.25 01/30/2037                                    | CUSIP: 221625AU0<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |     1900000 | PA      | $2039808.82   | 0.45%             | 2037-01-30      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Republic of Kenya Government International Bond                              | Republic of Kenya Government International Bond 9.50 03/05/2036                              | CUSIP: 491798AN4<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |     3450000 | PA      | $3462967.00   | 0.76%             | 2036-03-05      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Republic of Kenya Government International Bond                              | Republic of Kenya Government International Bond 7.88 02/26/2034                              | CUSIP: 491798AR5<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |     1400000 | PA      | $1311703.44   | 0.29%             | 2034-02-26      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Ivory Coast Government International Bond                                    | Ivory Coast Government International Bond 6.75 02/25/2041                                    | CUSIP: 221625AX4<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |      900000 | PA      | $830819.81    | 0.18%             | 2041-02-25      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| DRC International Bond                                                       | DRC International Bond 9.50 04/16/2037                                                       | CUSIP: 24811WAB4<br>LEI: N/A                  | Long             | DBT              | NUSS              | CD        |     1300000 | PA      | $1329788.03   | 0.29%             | 2037-04-16      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Dominican Republic International Bond                                        | Dominican Republic International Bond 5.88 01/30/2060                                        | CUSIP: 25714PEE4<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     2650000 | PA      | $2306030.00   | 0.50%             | 2060-01-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Dominican Republic International Bond                                        | Dominican Republic International Bond 6.95 03/15/2037                                        | CUSIP: 25714PFB9<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     4900000 | PA      | $5119765.00   | 1.12%             | 2037-03-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Nigeria Government International Bond                                        | Nigeria Government International Bond 8.63 01/13/2036                                        | CUSIP: 65412AFF4<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |      700000 | PA      | $768021.74    | 0.17%             | 2036-01-13      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| Nigeria Government International Bond                                        | Nigeria Government International Bond 7.38 09/28/2033                                        | CUSIP: 65412JAS2<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |    10500000 | PA      | $10766810.36  | 2.36%             | 2033-09-28      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Ma'aden Sukuk Ltd                                                            | Ma'aden Sukuk Ltd 5.25 01/29/2036                                                            | CUSIP: 55407NAD4<br>LEI: 254900QDNU6I6VA8UL14 | Long             | DBT              | CORP              | KY        |     1900000 | PA      | $1877835.17   | 0.41%             | 2036-01-29      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Mongolia Government International Bond                                       | Mongolia Government International Bond 5.95 03/09/2032                                       | CUSIP: 60937LAL9<br>LEI: N/A                  | Long             | DBT              | NUSS              | MN        |     1000000 | PA      | $1009244.32   | 0.22%             | 2032-03-09      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| OCP SA                                                                       | OCP SA (pfd) 6.74% 07/22/2174 Perpetual                                                      | CUSIP: 67091TAK1<br>LEI: 213800D26TAPVTCVWG40 | Long             | EP               | CORP              | MA        |      579000 | NS      | $577147.20    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Oman Government International Bond                                           | Oman Government International Bond 6.75 01/17/2048                                           | CUSIP: 682051AJ6<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |     6200000 | PA      | $6768708.83   | 1.48%             | 2048-01-17      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Morocco Government International Bond                                        | Morocco Government International Bond 3.00 12/15/2032                                        | CUSIP: 617726AL8<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | MA        |      900000 | PA      | $786706.17    | 0.17%             | 2032-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| KazTransGas JSC                                                              | QazaqGaz NC JSC 5.63 05/08/2036                                                              | CUSIP: 63549WAB1<br>LEI: 635400YGLXBBSVHONW39 | Long             | DBT              | CORP              | KZ        |     1500000 | PA      | $1473687.09   | 0.32%             | 2036-05-08      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Avianca Midco 2 PLC                                                          | Avianca Midco 2 PLC 9.63 02/14/2030                                                          | CUSIP: 05369YAA7<br>LEI: 213800AMPX5VKH9AMX10 | Long             | DBT              | CORP              | GB        |      454000 | PA      | $428292.25    | 0.09%             | 2030-02-14      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| Azule Energy Finance Plc                                                     | Azule Energy Finance Plc 8.25 01/22/2031                                                     | CUSIP: 05501YAB4<br>LEI: 2138006X6O82RJSQDB63 | Long             | DBT              | CORP              | GB        |      817000 | PA      | $844489.94    | 0.18%             | 2031-01-22      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| BBVA Mexico SA Institucion De Banca Multiple Grupo Financiero BBVA Mexico/TX | BBVA Mexico SA Institucion De Banca Multiple Grupo Financiero BBVA Mexico/TX 5.13 01/18/2033 | CUSIP: 05533UAF5<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | US        |     2270000 | PA      | $2235269.00   | 0.49%             | 2033-01-18      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| Bahamas Government International Bond                                        | Bahamas Government International Bond 8.25 06/24/2036                                        | CUSIP: 056732AP5<br>LEI: 549300W13SXC7EKNJC20 | Long             | DBT              | NUSS              | BS        |      775000 | PA      | $864659.75    | 0.19%             | 2036-06-24      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Serbia International Bond                                                    | Serbia International Bond 6.50 09/26/2033                                                    | CUSIP: 817477AH5<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |     2360000 | PA      | $2514532.52   | 0.55%             | 2033-09-26      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa Government International Bond                       | Republic of South Africa Government International Bond 7.10 11/19/2036                       | CUSIP: 836205BF0<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     3300000 | PA      | $3453671.76   | 0.76%             | 2036-11-19      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa Government International Bond                       | Republic of South Africa Government International Bond 7.25 12/11/2055                       | CUSIP: 836205BJ2<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     3300000 | PA      | $3113789.25   | 0.68%             | 2055-12-11      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government International Bond                             | Republic of Poland Government International Bond 5.38 02/12/2035                             | CUSIP: 857524AH5<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     5400000 | PA      | $5509863.43   | 1.21%             | 2035-02-12      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Sri Lanka Government International Bond                                      | Sri Lanka Government International Bond 3.60 05/15/2036                                      | CUSIP: N/A<br>LEI: 254900IG6Y30I2QE2R92       | Long             | DBT              | NUSS              | LK        |         482 | PA      | $455.09       | 0.00%             | 2036-05-15      | Floating      | 3.60%                 | No            |                  2 | On Loan: No      |
| Sri Lanka Government International Bond                                      | Sri Lanka Government International Bond 4.00 04/15/2028                                      | CUSIP: N/A<br>LEI: 254900IG6Y30I2QE2R92       | Long             | DBT              | NUSS              | LK        |     1353380 | PA      | $1293539.11   | 0.28%             | 2028-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Gaci First Investment Co                                                     | Gaci First Investment Co 5.25 01/29/2030                                                     | CUSIP: N/A<br>LEI: 558600TU1PWGNLZ3XM88       | Long             | DBT              | CORP              | KY        |    10080000 | PA      | $10242639.69  | 2.24%             | 2030-01-29      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Hungary Government Bond                                                      | Hungary Government Bond 6.75 07/23/2031                                                      | CUSIP: N/A<br>LEI: 5299003F3UFKGCCMAP43       | Long             | DBT              | NUSS              | HU        |  1630000000 | PA      | $5451107.32   | 1.19%             | 2031-07-23      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Mexican Bonos                                                                | Mexican Bonos 8.00 02/21/2036                                                                | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |    52770000 | PA      | $2782610.42   | 0.61%             | 2036-02-21      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bond                                       | Colombia Government International Bond 5.00 09/19/2032                                       | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        |     3500000 | PA      | $3946280.43   | 0.86%             | 2032-09-19      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bond                                      | Indonesia Government International Bond 3.75 10/16/2033                                      | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |     3100000 | PA      | $3533236.02   | 0.77%             | 2033-10-16      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                         | Mexico Government International Bond 5.38 05/16/2040                                         | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |     2800000 | PA      | $3247755.17   | 0.71%             | 2040-05-16      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Ecuador Government International Bond                                        | Ecuador Government International Bond 9.25 01/29/2039                                        | CUSIP: 27927WAR3<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |     1800000 | PA      | $1867500.00   | 0.41%             | 2039-01-29      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bond                                      | Indonesia Government International Bond 4.97 03/04/2046                                      | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |     1000000 | PA      | $1143072.20   | 0.25%             | 2046-03-04      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| Brazilian Government International Bond                                      | Brazilian Government International Bond 4.00 04/23/2030                                      | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | DBT              | NUSS              | BR        |     2200000 | PA      | $2570182.96   | 0.56%             | 2030-04-23      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Eurex 10 Year Euro BUND Future                                               | EURO-BUND FUTURE  Jun26                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | NUSS              | DE        |         -78 | NC      | $106974.53    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co                                                 | Fixed Income Clearing Corp 3.64 05/01/2026                                                   | CUSIP: RPEK6BRQ1<br>LEI: 571474TGEMMWANRLN572 | Long             | RA               | CORP              | US        |    28973000 | PA      | $28973000.00  | 6.34%             | 2026-05-01      | Fixed         | 3.64%                 | No            |                  2 | On Loan: No      |
| Iraq International Bond                                                      | Iraq International Bond 5.80 01/15/2028                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IQ        |      200000 | PA      | $196173.73    | 0.04%             | 2028-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Hungary Government Bond                                                      | Hungary Government Bond 4.00 04/28/2051                                                      | CUSIP: N/A<br>LEI: 5299003F3UFKGCCMAP43       | Long             | DBT              | NUSS              | HU        |   412000000 | PA      | $972949.42    | 0.21%             | 2051-04-28      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Dominican Republic International Bond                                        | Dominican Republic International Bond 4.50 01/30/2030                                        | CUSIP: N/A<br>LEI: 254900EHU7Q8FGVPI369       | Long             | DBT              | NUSS              | DO        |     7430000 | PA      | $7164377.50   | 1.57%             | 2030-01-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Guatemala Government Bond                                                    | Guatemala Government Bond 6.13 06/01/2050                                                    | CUSIP: N/A<br>LEI: 529900QKDFFU9UWW5315       | Long             | DBT              | NUSS              | GT        |     1200000 | PA      | $1202880.00   | 0.26%             | 2050-06-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Guatemala Government Bond                                                    | Guatemala Government Bond 7.05 10/04/2032                                                    | CUSIP: N/A<br>LEI: 529900QKDFFU9UWW5315       | Long             | DBT              | NUSS              | GT        |     2820000 | PA      | $3078664.50   | 0.67%             | 2032-10-04      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| Petronas Capital Ltd                                                         | Petronas Capital Ltd 4.55 04/21/2050                                                         | CUSIP: N/A<br>LEI: 549300G7YFX3540OYR85       | Long             | DBT              | CORP              | MY        |     4175000 | PA      | $3629228.26   | 0.79%             | 2050-04-21      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| CBOT US Long Bond Future                                                     | US LONG BOND(CBT) Jun26                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | UST               | US        |          84 | NC      | $-84695.05    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| CME Ultra Long Term US Treasury                                              | US ULTRA BOND CBT Jun26                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | UST               | US        |         114 | NC      | $-450972.90   | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| CBOT 2 Year US Treasury Note                                                 | US 2YR NOTE (CBT) Jun26                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | UST               | US        |         427 | NC      | $-498129.04   | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| Suriname Government International Bond                                       | Suriname Government International Bond 8.50 11/06/2035                                       | CUSIP: 86886PAF9<br>LEI: 254900SYU4G5JM13TN77 | Long             | DBT              | NUSS              | SR        |     1400000 | PA      | $1521380.00   | 0.33%             | 2035-11-06      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Trinidad & Tobago Government International Bond                              | Trinidad & Tobago Government International Bond 6.50 01/28/2036                              | CUSIP: 896292AN9<br>LEI: N/A                  | Long             | DBT              | NUSS              | TT        |     2950000 | PA      | $3009000.00   | 0.66%             | 2036-01-28      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Turkiye Government International Bond                                        | Turkiye Government International Bond 6.00 01/14/2041                                        | CUSIP: 900123BJ8<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |      750000 | PA      | $645387.53    | 0.14%             | 2041-01-14      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Turkiye Government International Bond                                        | Turkiye Government International Bond 5.95 01/15/2031                                        | CUSIP: 900123DA5<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     6900000 | PA      | $6776896.13   | 1.48%             | 2031-01-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Turkiye Government International Bond                                        | Turkiye Government International Bond 7.63 05/15/2034                                        | CUSIP: 900123DK3<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     7230000 | PA      | $7533289.17   | 1.65%             | 2034-05-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Turkiye Government International Bond                                        | Turkiye Government International Bond 6.95 09/16/2035                                        | CUSIP: 900123DR8<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |      400000 | PA      | $394091.31    | 0.09%             | 2035-09-16      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Ukraine Government International Bond                                        | Ukraine Government International Bond 4.50 02/01/2035                                        | CUSIP: 903724CB6<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      124397 | PA      | $75312.53     | 0.02%             | 2035-02-01      | Floating      | 4.50%                 | No            |                  2 | On Loan: No      |
| Ukraine Government International Bond                                        | Ukraine Government International Bond 4.50 02/01/2036                                        | CUSIP: 903724CC4<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     3177710 | PA      | $1889384.57   | 0.41%             | 2036-02-01      | Floating      | 4.50%                 | No            |                  2 | On Loan: No      |
| Ukraine Government International Bond                                        | Ukraine Government International Bond 0.00 02/01/2035                                        | CUSIP: 903724CF7<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     3361310 | PA      | $1717494.55   | 0.38%             | 2035-02-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Ukraine Government International Bond                                        | Ukraine Government International Bond 4.00 02/01/2032                                        | CUSIP: 903724CH3<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     1600000 | PA      | $1228592.62   | 0.27%             | 2032-02-01      | Floating      | 4.00%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                         | Mexico Government International Bond 7.38 05/13/2055                                         | CUSIP: 91087BBD1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     5000000 | PA      | $5321250.00   | 1.16%             | 2055-05-13      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond - When Issued                               | United States Treasury Note/Bond 1.88 02/15/2032                                             | CUSIP: 91282CDY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     8881000 | PA      | $7861939.97   | 1.72%             | 2032-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                                | United States Treasury Note/Bond 3.38 05/15/2033                                             | CUSIP: 91282CHC8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1105000 | PA      | $1048973.05   | 0.23%             | 2033-05-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Republic of Uzbekistan International Bond                                    | Republic of Uzbekistan International Bond 6.95 05/25/2032                                    | CUSIP: 91822Q2J5<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |     2200000 | PA      | $2378818.93   | 0.52%             | 2032-05-25      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Mexican Bonos                                                                | Mexican Bonos 7.75 11/13/2042                                                                | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |    55300000 | PA      | $2659601.40   | 0.58%             | 2042-11-13      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa Government Bond                                     | Republic of South Africa Government Bond 8.50 01/31/2037                                     | CUSIP: N/A<br>LEI: 378900AAFB4F17004C49       | Long             | DBT              | NUSS              | ZA        |    89500000 | PA      | $5170399.34   | 1.13%             | 2037-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Provincia de Buenos Aires/Government Bonds                                   | Provincia de Buenos Aires/Government Bonds 6.63 09/01/2037                                   | CUSIP: N/A<br>LEI: 549300L6AYROPOTQ4L07       | Long             | DBT              | NUSS              | AR        |     1334100 | PA      | $1032850.21   | 0.23%             | 2037-09-01      | Floating      | 6.62%                 | No            |                  2 | On Loan: No      |
| Senegal Government International Bond                                        | Senegal Government International Bond 7.75 06/10/2031                                        | CUSIP: N/A<br>LEI: 549300NP14ZLQGWIUZ97       | Long             | DBT              | NUSS              | SN        |      700000 | PA      | $420547.27    | 0.09%             | 2031-06-10      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Peru Government Bond                                                         | Peru Government Bond 7.60 08/12/2039                                                         | CUSIP: N/A<br>LEI: 254900STKLK2DBJJZ530       | Long             | DBT              | NUSS              | PE        |    17300000 | PA      | $5197288.95   | 1.14%             | 2039-08-12      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| Ukraine Government International Bond                                        | Ukraine Government International Bond 4.50 02/01/2035                                        | CUSIP: N/A<br>LEI: 6354001WLTJXOMEXPY07       | Long             | DBT              | NUSS              | UA        |      762972 | PA      | $462344.86    | 0.10%             | 2035-02-01      | Floating      | 4.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                  | SWAP 14.01 01/02/31                                                                          | CUSIP: SLP1J6CX7<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DIR              | CORP              | BR        |    20000000 | OU      | $69243.38     | 0.02%             | 2031-01-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                  | SWAP 15.00 01/02/29                                                                          | CUSIP: SLP1HYYB2<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DIR              | CORP              | BR        |    55000000 | OU      | $556587.27    | 0.12%             | 2029-01-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Bank of America                                                              | SWAP 14.27 01/02/31                                                                          | CUSIP: SLP1J7BP3<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              | CORP              | BR        |    10000000 | OU      | $68249.71     | 0.01%             | 2031-01-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                  | SWAP 14.18 01/02/29                                                                          | CUSIP: SL6TAFHG8<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DIR              | CORP              | BR        |    60000000 | OU      | $108045.07    | 0.02%             | 2029-01-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                                | MARKIT CDX.EM.45 06/31                                                                       | CUSIP: SP5H0F8X0<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |     2400000 | OU      | $-63614.38    | -0.01%            | 2031-06-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Bank of America                                                              | SWAP 14.20 01/02/31                                                                          | CUSIP: SLP1HZSJ9<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              | CORP              | BR        |    16000000 | OU      | $106565.34    | 0.02%             | 2031-01-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-06-26

**Name of Applicant:** American Century International Bond Funds

**Signature:** Amy R. Bitter

**Name of Signer:** Amy R. Bitter

**Title:** Assistant Treasurer