# EDGAR Filing Document

**Accession Number:** 0000809593
**File Stem:** 0001752724-25-189574
**Filing Date:** 2025-8
**Character Count:** 1395502
**Document Hash:** 2f4cc71504e3b3e4b1edf38bc360f531
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-189574.hdr.sgml**: 20250815

**ACCESSION NUMBER**: 0001752724-25-189574

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250630

**FILED AS OF DATE**: 20250815

**DATE AS OF CHANGE**: 20250815

**PERIOD START**: 20251231

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-04984
- **FILM NUMBER:** 251223253

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

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

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

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

## Series and Classes Contracts Data

### American Beacon AHL Managed Futures Strategy Fund (Series ID: S000046078)

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** IRVING

  - **State:** TX

  - **Foreign country:** US

  - **Zip / Postal Code:** 75039

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

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

- **a. Name of Series:** American Beacon AHL Managed Futures Strategy Fund

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

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

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $2188065075.96

**Total Liabilities:** $124448937.16

**Net Assets:** $2063616138.80

**Amount of Assets Invested in Other Investment Companies:** $300732186.26

**Cash Not Reported:** $240528045.09

**Currency Risk Metrics (dv01):**

- 

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

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

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

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

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000144086 | -5.97%               | -1.56%               | 3.04%                |
| Class ID C000144089 | -5.81%               | -1.49%               | 3.02%                |
| Class ID C000144088 | -5.80%               | -1.45%               | 3.06%                |
| Class ID C000144087 | -5.73%               | -1.57%               | 3.09%                |
| Class ID C000144085 | -5.80%               | -1.48%               | 3.01%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-30609458.29            | $-91005.85                                 |
| Month 2  | $-39547246.92            | $-135543.32                                |
| Month 3  | $8131962.06              | $75427.11                                  |

### Schedule of Portfolio Investments

| Name                                             | Title                    | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| HSBC Bank PLC                                    | Purchased USD / Sold COP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $325.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased EUR / Sold AUD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | XX        |         1 | NC      | $-405.43      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CAD / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CA        |         1 | NC      | $607.97       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $1543.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $270.12       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $1467.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold NZD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-3199.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $3200.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased ZAR / Sold USD | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | ZA        |         1 | NC      | $-71752.57    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $394.30       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold BRL | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-4006.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $582.98       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $414.78       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-1948.64     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-838.01      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased COP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CO        |         1 | NC      | $14001.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased SEK / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | SE        |         1 | NC      | $197.67       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $1238.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased COP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CO        |         1 | NC      | $-666.80      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased INR / Sold USD | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | IN        |         1 | NC      | $-81.99       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| New York Mercantile Exchange                     | Future                   | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |      -979 | NC      | $1876081.56   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased AUD / Sold JPY | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | AU        |         1 | NC      | $154.80       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-6893.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $59684.61     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $196.43       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-3604.46     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $87.03        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold AUD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-691290.30   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased EUR / Sold PLN | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | XX        |         1 | NC      | $-6561.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $128.14       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Scotland PLC                       | Purchased EUR / Sold SEK | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | XX        |         1 | NC      | $34266.33     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $1569.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Scotland PLC                       | Purchased USD / Sold CHF | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | US        |         1 | NC      | $-19133.23    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold BRL | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-63756.59    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased EUR / Sold PLN | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | XX        |         1 | NC      | $-5660.23     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased USD / Sold TWD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-68863.63    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold AUD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-31479.37    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-357.60      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-13795.81    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $3681.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $1096.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased EUR / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | XX        |         1 | NC      | $7052.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Scotland PLC                       | Purchased CHF / Sold USD | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | CH        |         1 | NC      | $269435.14    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Scotland PLC                       | Purchased EUR / Sold GBP | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | XX        |         1 | NC      | $25619.66     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-8136.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased SEK / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | SE        |         1 | NC      | $383.11       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $901.53       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $930.04       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased TWD / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | TW        |         1 | NC      | $-316.58      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $1715.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $5296.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Scotland PLC                       | Purchased HUF / Sold EUR | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | HU        |         1 | NC      | $68202.26     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased SEK / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | SE        |         1 | NC      | $73.71        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased TWD / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | TW        |         1 | NC      | $-718.05      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased PLN / Sold EUR | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | PL        |         1 | NC      | $-764.61      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $4911.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased KRW / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | KR        |         1 | NC      | $337.61       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased TWD / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | TW        |         1 | NC      | $-811.64      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $739.56       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased USD / Sold SEK | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-3582.14     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased EUR / Sold HUF | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | XX        |         1 | NC      | $-30586.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $7736.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased MXN / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | MX        |         1 | NC      | $8833.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased CHF / Sold USD | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | CH        |         1 | NC      | $6800.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $583.33       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $2310.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $1959.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $71918.29     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased ZAR / Sold USD | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | ZA        |         1 | NC      | $14089.82     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased PLN / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | PL        |         1 | NC      | $82286.68     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased TWD / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | TW        |         1 | NC      | $-389.50      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-143.25      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased COP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CO        |         1 | NC      | $2608.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased KRW / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | KR        |         1 | NC      | $658.22       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased GBP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | GB        |         1 | NC      | $3.76         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased SEK / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | SE        |         1 | NC      | $868.20       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $524.06       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $1788.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $1687.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased SGD / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | SG        |         1 | NC      | $1060.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-364.21      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-1905.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased COP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CO        |         1 | NC      | $-695.87      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $3724.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-6316.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $451.09       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased KRW / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | KR        |         1 | NC      | $1384.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased JPY / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | JP        |         1 | NC      | $158450.52    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased USD / Sold HUF | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | US        |         1 | NC      | $-88.12       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $1656.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased MXN / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | MX        |         1 | NC      | $41440.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $1609.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased EUR / Sold CAD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | XX        |         1 | NC      | $290.38       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-626.27      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $440.84       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased EUR / Sold HUF | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | XX        |         1 | NC      | $-152808.44   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased COP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CO        |         1 | NC      | $-234.93      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased USD / Sold ILS | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | US        |         1 | NC      | $-50187.40    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased PLN / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | PL        |         1 | NC      | $54723.84     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-581.95      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-3689.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $261.81       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold PHP | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-14319.65    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased USD / Sold NOK | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $12934.64     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $232.50       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $493.63       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased ILS / Sold USD | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | IL        |         1 | NC      | $229211.31    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $1695.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $904.01       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased NOK / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | NO        |         1 | NC      | $36658.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased NOK / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | NO        |         1 | NC      | $42655.77     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-7600.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased PLN / Sold EUR | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | PL        |         1 | NC      | $5626.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased USD / Sold TWD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-1668.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $1769.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold BRL | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-2229.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased USD / Sold MXN | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-548730.77   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $1525.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased KRW / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | KR        |         1 | NC      | $6908.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $4668.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased KRW / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | KR        |         1 | NC      | $1187.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $1039.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased USD / Sold SEK | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-37826.87    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased MXN / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | MX        |         1 | NC      | $304362.65    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-3790.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold BRL | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-2781.33     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $1013.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $985.99       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased USD / Sold SEK | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-162866.21   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased PLN / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | PL        |         1 | NC      | $44732.59     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased GBP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | GB        |         1 | NC      | $400884.51    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $1722.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased HUF / Sold USD | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | HU        |         1 | NC      | $3925.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $43512.49     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased KRW / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | KR        |         1 | NC      | $391.51       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $204.49       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased EUR / Sold JPY | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | XX        |         1 | NC      | $84123.41     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased MXN / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | MX        |         1 | NC      | $362559.60    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $871.30       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Scotland PLC                       | Purchased JPY / Sold EUR | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | JP        |         1 | NC      | $-120698.36   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased INR / Sold USD | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | IN        |         1 | NC      | $6132.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased EUR / Sold HUF | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | XX        |         1 | NC      | $-22744.60    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold AUD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-16519.56    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased HUF / Sold USD | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | HU        |         1 | NC      | $168.83       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased EUR / Sold CHF | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | XX        |         1 | NC      | $-18304.26    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased USD / Sold CHF | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | US        |         1 | NC      | $-1179.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-608.48      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased AUD / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | AU        |         1 | NC      | $44554.35     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased JPY / Sold GBP | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | JP        |         1 | NC      | $-18777.94    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased EUR / Sold GBP | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | XX        |         1 | NC      | $86216.66     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased TWD / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | TW        |         1 | NC      | $-709.02      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased EUR / Sold PLN | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | XX        |         1 | NC      | $-1899.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased CHF / Sold USD | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | CH        |         1 | NC      | $64275.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $989.78       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased USD / Sold NOK | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-53482.37    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold GBP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-46250.71    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased INR / Sold USD | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | IN        |         1 | NC      | $733.98       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased TWD / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | TW        |         1 | NC      | $206.32       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased COP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CO        |         1 | NC      | $1350.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased EUR / Sold HUF | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | XX        |         1 | NC      | $-21455.31    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $2525.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $413.89       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased GBP / Sold AUD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | GB        |         1 | NC      | $22.85        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold PHP | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-15567.66    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-201.63      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-2662.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Scotland PLC                       | Purchased USD / Sold CHF | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | US        |         1 | NC      | $-224810.76   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $3702.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased COP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CO        |         1 | NC      | $1289.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Scotland PLC                       | Purchased SEK / Sold EUR | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | SE        |         1 | NC      | $-9323.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-1000.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $3107.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased ILS / Sold USD | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | IL        |         1 | NC      | $2499698.67   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $1789.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased INR / Sold USD | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | IN        |         1 | NC      | $7902.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased GBP / Sold JPY | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | GB        |         1 | NC      | $56949.19     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased NZD / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | NZ        |         1 | NC      | $1196.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-208.02      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Hong Kong Futures Exchange Ltd.                  | Future                   | CUSIP: 000000000<br>LEI: 213800YTVSXYQN17BW16 | N/A              | DE               |  | HK        |       370 | NC      | $101956.47    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $2194.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-9865.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased USD / Sold NOK | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $4431.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased USD / Sold MXN | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-553313.20   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased JPY / Sold EUR | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | JP        |         1 | NC      | $-4238.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-304.32      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased TWD / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | TW        |         1 | NC      | $-1598.19     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $4171.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold JPY | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-119158.30   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased MXN / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | MX        |         1 | NC      | $375639.66    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased AUD / Sold GBP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | AU        |         1 | NC      | $-670.50      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased INR / Sold USD | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | IN        |         1 | NC      | $1355.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-214.56      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-10607.79    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased SEK / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | SE        |         1 | NC      | $154.02       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased ILS / Sold USD | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | IL        |         1 | NC      | $167046.85    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased USD / Sold SEK | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-4008.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $1631.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-6965.70     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased SEK / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | SE        |         1 | NC      | $56.95        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased USD / Sold NOK | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-1059.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $376.44       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-269.13      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased USD / Sold NOK | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-25594.21    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $4209.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased KRW / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | KR        |         1 | NC      | $4314.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased COP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CO        |         1 | NC      | $19468.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-3565.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $6479.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased INR / Sold USD | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | IN        |         1 | NC      | $7733.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-547.73      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased PEN / Sold USD | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | PE        |         1 | NC      | $4383.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $906.74       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $574.57       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $1376.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased NZD / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | NZ        |         1 | NC      | $351449.99    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $2071.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased USD / Sold CHF | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | US        |         1 | NC      | $-84222.62    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                | Future                   | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |      1487 | NC      | $13879.55     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold NZD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-6678.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased EUR / Sold GBP | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | XX        |         1 | NC      | $979.59       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $203.68       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $923.24       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased CHF / Sold USD | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | CH        |         1 | NC      | $2471.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased NOK / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | NO        |         1 | NC      | $196890.57    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold BRL | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-2821.59     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-712.50      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $780.70       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased NZD / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | NZ        |         1 | NC      | $196920.96    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-20079.97    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $911.92       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $1870.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased COP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CO        |         1 | NC      | $561.71       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Scotland PLC                       | Purchased USD / Sold CHF | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | US        |         1 | NC      | $-146806.49   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased KRW / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | KR        |         1 | NC      | $1304.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $3588.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased PLN / Sold EUR | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | PL        |         1 | NC      | $-479.78      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $5864.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased TWD / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | TW        |         1 | NC      | $-774.21      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $3100.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased USD / Sold SGD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-45876.82    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-662.58      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased USD / Sold NOK | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-76123.47    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-984.94      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $442.80       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold JPY | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-139566.46   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Scotland PLC                       | Purchased USD / Sold CHF | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | US        |         1 | NC      | $-21835.09    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased USD / Sold MXN | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-267213.09   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased GBP / Sold EUR | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | GB        |         1 | NC      | $-33701.08    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $187.85       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold COP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $140.92       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased PLN / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | PL        |         1 | NC      | $24801.81     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold BRL | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-2881.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased USD / Sold ZAR | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | US        |         1 | NC      | $-2603.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-3110.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold EUR | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-800323.62   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $1098.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Scotland PLC                       | Purchased USD / Sold CHF | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | US        |         1 | NC      | $-4021379.77  | -0.19%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold BRL | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-59185.59    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Commodities Exchange Center                      | Future                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |       454 | NC      | $-475789.31   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $2633.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $1348.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased NZD / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | NZ        |         1 | NC      | $24199.55     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold BRL | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-1423.99     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $1662.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold PHP | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-4966.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased MXN / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | MX        |         1 | NC      | $190621.13    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $910.03       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Scotland PLC                       | Purchased USD / Sold CHF | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | US        |         1 | NC      | $-4774162.92  | -0.23%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $1098.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $467.58       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $836.53       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $3042.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $189.76       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased SGD / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | SG        |         1 | NC      | $49914.58     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $1719.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased CHF / Sold USD | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | CH        |         1 | NC      | $81.31        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold BRL | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-1759.57     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-6823.71     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased COP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CO        |         1 | NC      | $553.86       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased TWD / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | TW        |         1 | NC      | $-419.01      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased JPY / Sold GBP | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | JP        |         1 | NC      | $-35324.47    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased JPY / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | JP        |         1 | NC      | $-95829.68    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-733.94      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold BRL | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-3056.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold BRL | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-4641.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased JPY / Sold GBP | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | JP        |         1 | NC      | $-23005.50    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased USD / Sold SGD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-50234.01    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $1292.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $1705.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased JPY / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | JP        |         1 | NC      | $75.90        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $1710.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $5182.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-8033.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $1043.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased CHF / Sold USD | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | CH        |         1 | NC      | $5629.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $456.01       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bills      | CUSIP: 912797PE1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 145000000 | PA      | $144732878.10 | 7.01%             | 2025-07-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold PHP | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-5195.54     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased EUR / Sold SEK | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | XX        |         1 | NC      | $1651.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased JPY / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | JP        |         1 | NC      | $12252.36     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-154.65      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased COP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CO        |         1 | NC      | $1927.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold BRL | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-70746.19    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                           | Future                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |        85 | NC      | $-9279.03     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-3536.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-149.37      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased USD / Sold THB | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-3541.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $1537.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased CHF / Sold USD | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | CH        |         1 | NC      | $1728.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $1029.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $775.14       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased PLN / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | PL        |         1 | NC      | $32435.03     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased NZD / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | NZ        |         1 | NC      | $33956.16     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased INR / Sold USD | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | IN        |         1 | NC      | $7947.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-7540.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-7855.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold NZD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-51564.42    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-377.90      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $202.50       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $408.28       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased PLN / Sold EUR | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | PL        |         1 | NC      | $-557.46      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-7032.15     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased GBP / Sold JPY | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | GB        |         1 | NC      | $23005.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased SEK / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | SE        |         1 | NC      | $189.14       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-821.40      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased CHF / Sold USD | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | CH        |         1 | NC      | $435.48       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold GBP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-78814.65    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-549.98      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $900.93       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased JPY / Sold GBP | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | JP        |         1 | NC      | $-21151.99    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-3082.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $1719.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $1334.59      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-1586.33     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased USD / Sold NOK | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-716023.46   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-613.33      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased PLN / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | PL        |         1 | NC      | $43828.45     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased GBP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | GB        |         1 | NC      | $2008778.47   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold JPY | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-147908.16   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $1863.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased SGD / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | SG        |         1 | NC      | $817.34       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-8014.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold AUD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-47850.66    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $4094.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $2510.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Scotland PLC                       | Purchased USD / Sold CHF | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | US        |         1 | NC      | $-109382.60   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $884.87       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-7087.46     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-3940.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $1365.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $424.11       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased USD / Sold ILS | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | US        |         1 | NC      | $-312979.26   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $489.61       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $871.07       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-895.46      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-1370.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased AUD / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | AU        |         1 | NC      | $6450.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-810.90      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $257.50       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-1545.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $678.98       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-548.33      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold AUD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-38402.02    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $238.02       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-7822.17     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-550.66      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold JPY | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-104.34      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-453.15      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-492.46      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased EUR / Sold HUF | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | XX        |         1 | NC      | $-13747.45    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ICE Futures Europe - Financial Products Division | Future                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |      2872 | NC      | $-37453.66    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Citibank NA                                      | Purchased NOK / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | NO        |         1 | NC      | $53245.14     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $878.45       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased GBP / Sold JPY | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | GB        |         1 | NC      | $44870.34     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased KRW / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | KR        |         1 | NC      | $539.59       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold BRL | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-1935.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased USD / Sold ILS | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | US        |         1 | NC      | $-195573.97   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CNH | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-56896.32    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold JPY | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-118544.59   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $1773.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased USD / Sold ILS | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | US        |         1 | NC      | $-456576.63   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-563.06      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased THB / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | TH        |         1 | NC      | $-1389.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-3546.24     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased USD / Sold ZAR | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | US        |         1 | NC      | $-500.59      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $1587.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-1802.81     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased GBP / Sold JPY | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | GB        |         1 | NC      | $-8951.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-387.25      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased THB / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | TH        |         1 | NC      | $716.92       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased THB / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | TH        |         1 | NC      | $263.73       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-3410.11     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased USD / Sold NOK | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-355257.72   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $-272.30      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $872.28       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased PLN / Sold EUR | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | PL        |         1 | NC      | $-138.62      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-3711.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $3737.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $966.23       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased COP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CO        |         1 | NC      | $896.63       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased KRW / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | KR        |         1 | NC      | $673.19       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-638.65      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased NOK / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | NO        |         1 | NC      | $552520.69    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $827.61       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased USD / Sold SEK | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-33.71       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-438.94      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $872.91       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold NZD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-7185.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased NOK / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | NO        |         1 | NC      | $195377.12    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Euronext NV                                      | Future                   | CUSIP: 000000000<br>LEI: 724500QJ4QSZ3H9QU415 | N/A              | DE               |  | FR        |       379 | NC      | $38703.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-7562.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold BRL | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-2332.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased EUR / Sold HUF | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | XX        |         1 | NC      | $-118686.97   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased USD / Sold ZAR | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | US        |         1 | NC      | $-53425.05    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FORWARDS HSBC COCLLATERAL                        | Collateral Position      | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |  23610000 | NS      | $23610000.00  | 1.14%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-119.99      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $-151.39      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-300.89      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-188.12      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $206.12       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $3141.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased SEK / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | SE        |         1 | NC      | $-15.19       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased INR / Sold USD | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | IN        |         1 | NC      | $-38.61       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $1662.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased COP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CO        |         1 | NC      | $13578.71     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $6295.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased PLN / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | PL        |         1 | NC      | $470673.55    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased CHF / Sold USD | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | CH        |         1 | NC      | $88462.06     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $4618.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased COP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CO        |         1 | NC      | $7535.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $1752.59      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $1681.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased PLN / Sold EUR | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | PL        |         1 | NC      | $11073.91     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-3705.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-11950.30    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased INR / Sold USD | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | IN        |         1 | NC      | $5877.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Scotland PLC                       | Purchased PEN / Sold USD | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | PE        |         1 | NC      | $20550.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold BRL | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-247948.49   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased USD / Sold MXN | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-427848.88   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-3424.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $553.15       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-3836.99     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased GBP / Sold EUR | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | GB        |         1 | NC      | $-17038.15    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold KRW | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-25478.55    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased SEK / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | SE        |         1 | NC      | $151367.77    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-981.60      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-603.21      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $2325.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased USD / Sold ILS | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | US        |         1 | NC      | $-16936.10    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $1585.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $1642.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased PLN / Sold EUR | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | PL        |         1 | NC      | $2227.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $-100.01      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $2164.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold AUD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-65346.63    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased EUR / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | XX        |         1 | NC      | $1828.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $498.95       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CNH / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CN        |         1 | NC      | $216127.41    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $911.92       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased AUD / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | AU        |         1 | NC      | $90771.22     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased NZD / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | NZ        |         1 | NC      | $327159.13    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased INR / Sold USD | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | IN        |         1 | NC      | $154.87       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $1759.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-3829.15     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased EUR / Sold CAD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | XX        |         1 | NC      | $108122.99    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Scotland PLC                       | Purchased SEK / Sold EUR | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | SE        |         1 | NC      | $-6832.54     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased COP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CO        |         1 | NC      | $-209.71      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $1943.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased TWD / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | TW        |         1 | NC      | $-5127.34     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased KRW / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | KR        |         1 | NC      | $5261.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $60562.05     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased EUR / Sold PLN | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | XX        |         1 | NC      | $-18306.53    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $1660.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $1711.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased JPY / Sold GBP | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | JP        |         1 | NC      | $-372852.40   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased INR / Sold USD | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | IN        |         1 | NC      | $27.15        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $1724.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold NZD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-16743.29    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-2302.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold BRL | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-3178.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased GBP / Sold JPY | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | GB        |         1 | NC      | $2009214.84   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $223.49       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $-78.06       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $2405.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $3104.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold PHP | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-4290.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased PLN / Sold EUR | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | PL        |         1 | NC      | $-521.39      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased USD / Sold THB | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-13283.74    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $1712.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold NZD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-42856.22    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased INR / Sold USD | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | IN        |         1 | NC      | $751.15       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased KRW / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | KR        |         1 | NC      | $530.83       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased INR / Sold USD | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | IN        |         1 | NC      | $748.56       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-269.10      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased USD / Sold ZAR | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | US        |         1 | NC      | $-988.39      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased TWD / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | TW        |         1 | NC      | $29.13        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased NZD / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | NZ        |         1 | NC      | $2547.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold PHP | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-1020.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-5127.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $1056.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $200.22       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $1815.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased GBP / Sold AUD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | GB        |         1 | NC      | $-1169.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $1829.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $15518.24     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $598.58       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased KRW / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | KR        |         1 | NC      | $832.40       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased JPY / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | JP        |         1 | NC      | $-23.07       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased SEK / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | SE        |         1 | NC      | $419.74       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-3709.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $444.07       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $2479.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased USD / Sold NOK | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-114.88      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $1011.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $408.32       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-386.54      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $1143.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $1749.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $1315.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased COP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CO        |         1 | NC      | $5265.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-7760.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $201.26       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $641.43       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $1088.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold PHP | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-1026.59     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Scotland PLC                       | Purchased CHF / Sold USD | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | CH        |         1 | NC      | $29631.97     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $1575.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-3373.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased SGD / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | SG        |         1 | NC      | $35406.34     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-6257.21     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $3792.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-530.59      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-546.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $1719.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased AUD / Sold JPY | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | AU        |         1 | NC      | $370.71       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $84491.33     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-490.88      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased PLN / Sold EUR | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | PL        |         1 | NC      | $6561.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased COP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CO        |         1 | NC      | $6670.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased USD / Sold CHF | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | US        |         1 | NC      | $-34384.52    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $835.95       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $215.64       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased PLN / Sold EUR | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | PL        |         1 | NC      | $-377.68      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $469.25       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased THB / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | TH        |         1 | NC      | $530.66       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $796.78       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased COP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CO        |         1 | NC      | $-348.77      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-3169.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $1716.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased TWD / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | TW        |         1 | NC      | $-766.55      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased SEK / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | SE        |         1 | NC      | $18.76        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased AUD / Sold JPY | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | AU        |         1 | NC      | $8143.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased AUD / Sold EUR | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | AU        |         1 | NC      | $13160.36     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-9883.71     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $797.54       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased SEK / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | SE        |         1 | NC      | $60.30        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Scotland PLC                       | Purchased HUF / Sold USD | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | HU        |         1 | NC      | $30077.57     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased SEK / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | SE        |         1 | NC      | $485.33       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased INR / Sold USD | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | IN        |         1 | NC      | $23.42        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold KRW | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-23744.13    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $6334.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased TWD / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | TW        |         1 | NC      | $-460.38      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $397.45       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-7392.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold JPY | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-131067.84   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased EUR / Sold JPY | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | XX        |         1 | NC      | $3210.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased USD / Sold NOK | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-27769.93    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased ILS / Sold USD | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | IL        |         1 | NC      | $2767.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $997.89       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $3773.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $13271.61     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased COP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CO        |         1 | NC      | $1316.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased CHF / Sold USD | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | CH        |         1 | NC      | $1610897.06   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $1949.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-283.94      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold PHP | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-1028.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-3997.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold NZD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-125478.41   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $-120.25      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $-325.01      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased EUR / Sold CHF | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | XX        |         1 | NC      | $-5059.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $573.55       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $905.92       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold PHP | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-1045.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $7390.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $2506.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-3264.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $475.72       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-4649.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased EUR / Sold AUD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | XX        |         1 | NC      | $3278.89      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-3775.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $2284.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased AUD / Sold JPY | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | AU        |         1 | NC      | $1503.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased SEK / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | SE        |         1 | NC      | $11.95        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $5100.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-3978.64     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $4679.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-157.74      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-748.97      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased NOK / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | NO        |         1 | NC      | $350176.73    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased SGD / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | SG        |         1 | NC      | $570.15       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $1519.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-6776.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased USD / Sold ZAR | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | US        |         1 | NC      | $-1277.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $998.56       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased AUD / Sold GBP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | AU        |         1 | NC      | $73200.15     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased SGD / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | SG        |         1 | NC      | $843.14       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $834.56       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased INR / Sold USD | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | IN        |         1 | NC      | $16.30        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-150.68      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased EUR / Sold AUD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | XX        |         1 | NC      | $-2848.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $55862.49     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased COP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CO        |         1 | NC      | $14351.95     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $1968.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold BRL | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-1763.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased EUR / Sold SEK | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | XX        |         1 | NC      | $305.96       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased NZD / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | NZ        |         1 | NC      | $73012.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $4929.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $381.27       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased GBP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | GB        |         1 | NC      | $42138.47     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $358.98       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-618.13      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased INR / Sold USD | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | IN        |         1 | NC      | $4473.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $1399.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased SEK / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | SE        |         1 | NC      | $324.15       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $-84.41       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $1680.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased ILS / Sold USD | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | IL        |         1 | NC      | $312979.26    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased INR / Sold USD | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | IN        |         1 | NC      | $157.60       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $1698.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $381.26       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-6237.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased USD / Sold CHF | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | US        |         1 | NC      | $-65127.82    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-73.68       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-7397.57     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold BRL | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-6445.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-354.22      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $10297.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $3474.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased JPY / Sold GBP | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | JP        |         1 | NC      | $-37358.30    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold COP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $87.64        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased CHF / Sold USD | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | CH        |         1 | NC      | $6875.07      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-2000.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold AUD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-105046.42   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Scotland PLC                       | Purchased CHF / Sold USD | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | CH        |         1 | NC      | $189672.01    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $-148.03      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $2484.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-103.91      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $1501.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased NZD / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | NZ        |         1 | NC      | $1607.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $1794.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-1949.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-842.29      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-618.73      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased INR / Sold USD | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | IN        |         1 | NC      | $5942.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-3993.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased USD / Sold ZAR | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | US        |         1 | NC      | $-555.86      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased GBP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | GB        |         1 | NC      | $8804.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Scotland PLC                       | Purchased SEK / Sold EUR | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | SE        |         1 | NC      | $-35126.06    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-821.02      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $14695.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $1978.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $1672.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bills      | CUSIP: 912797LW5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 100000000 | PA      | $99895292.00  | 4.84%             | 2025-07-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-9133.03     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $6312.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold PHP | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-932.63      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Scotland PLC                       | Purchased CHF / Sold USD | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | CH        |         1 | NC      | $-6547773.69  | -0.32%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased JPY / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | JP        |         1 | NC      | $4.03         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased AUD / Sold GBP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | AU        |         1 | NC      | $-10535.85    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $894.51       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $-296.57      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased COP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CO        |         1 | NC      | $566.78       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $221.11       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $1027.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-410.07      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold JPY | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-4625.11     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $1665.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-698.75      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased COP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CO        |         1 | NC      | $3728.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased PLN / Sold EUR | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | PL        |         1 | NC      | $2696.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-10768.63    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold GBP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-113961.57   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $3431.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $2245.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased TWD / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | TW        |         1 | NC      | $-419.77      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased USD / Sold TWD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-1609.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $1748.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased COP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CO        |         1 | NC      | $-45.62       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $871.24       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-721.60      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-149.04      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased KRW / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | KR        |         1 | NC      | $557.10       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased JPY / Sold GBP | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | JP        |         1 | NC      | $8951.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $422.52       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased PLN / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | PL        |         1 | NC      | $93.88        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-3941.57     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-6462.21     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $397.18       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased USD / Sold ZAR | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | US        |         1 | NC      | $-698.42      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold GBP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-1221351.78  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $225.76       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased USD / Sold CHF | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | US        |         1 | NC      | $-75275.48    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-816.93      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-4469.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Scotland PLC                       | Purchased CHF / Sold USD | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | CH        |         1 | NC      | $91025.95     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $439.79       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $410.75       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $2314.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $36137.41     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased AUD / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | AU        |         1 | NC      | $2988.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-2.04        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-3411.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $444.56       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased EUR / Sold PLN | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | XX        |         1 | NC      | $-11073.91    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased SEK / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | SE        |         1 | NC      | $99.79        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $406.37       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased SEK / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | SE        |         1 | NC      | $352.31       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-7994.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased EUR / Sold PLN | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | XX        |         1 | NC      | $-7009.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold BRL | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-19107.92    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased USD / Sold ZAR | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | US        |         1 | NC      | $-1874.71     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $756.78       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $3554.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold JPY | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-443.54      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased EUR / Sold GBP | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | XX        |         1 | NC      | $23841.28     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased NZD / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | NZ        |         1 | NC      | $125478.41    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $1637.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $8343.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Scotland PLC                       | Purchased GBP / Sold EUR | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | GB        |         1 | NC      | $-85900.13    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased MXN / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | MX        |         1 | NC      | $367036.27    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased GBP / Sold JPY | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | GB        |         1 | NC      | $11862.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CAD / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CA        |         1 | NC      | $74691.38     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-383.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased TWD / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | TW        |         1 | NC      | $-1746.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased EUR / Sold AUD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | XX        |         1 | NC      | $-278.07      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased NZD / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | NZ        |         1 | NC      | $397843.13    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased COP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CO        |         1 | NC      | $-443.83      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-3646.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-7749.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-1246.99     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $2587.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Scotland PLC                       | Purchased EUR / Sold SEK | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | XX        |         1 | NC      | $28090.24     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased NOK / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | NO        |         1 | NC      | $20072.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $2385.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-1594.97     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold PHP | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-11511.18    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased AUD / Sold JPY | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | AU        |         1 | NC      | $33130.29     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased EUR / Sold GBP | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | XX        |         1 | NC      | $454.10       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $46048.45     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-1674.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased EUR / Sold PLN | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | XX        |         1 | NC      | $-9530.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased NOK / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | NO        |         1 | NC      | $25698.76     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased INR / Sold USD | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | IN        |         1 | NC      | $11.21        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE Futures U.S. Energy Division                 | Future                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |       156 | NC      | $23195.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $954.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased USD / Sold ZAR | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | US        |         1 | NC      | $-954.99      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $1726.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased USD / Sold ZAR | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | US        |         1 | NC      | $-1893.71     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold AUD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-16863.80    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased EUR / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | XX        |         1 | NC      | $2408.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold GBP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-456134.29   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $846.47       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $4750.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased JPY / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | JP        |         1 | NC      | $303330.43    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased THB / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | TH        |         1 | NC      | $770.69       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold BRL | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-4215.07     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $895.51       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased EUR / Sold GBP | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | XX        |         1 | NC      | $23710.23     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-267.79      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold PHP | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-13170.88    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $1277.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $1321.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-284.34      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $14541.23     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold JPY | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-42229.52    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Scotland PLC                       | Purchased SEK / Sold EUR | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | SE        |         1 | NC      | $-6301.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $1396.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-395.47      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $439.59       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased PLN / Sold EUR | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | PL        |         1 | NC      | $3049.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased USD / Sold NOK | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-36658.78    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased GBP / Sold EUR | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | GB        |         1 | NC      | $-2680.15     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased USD / Sold NOK | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-1264.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $868.12       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $235.42       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-7540.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-298.92      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $1236.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased MXN / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | MX        |         1 | NC      | $165849.84    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                | Future                   | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |      -716 | NC      | $19235.07     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-6858.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased CHF / Sold USD | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | CH        |         1 | NC      | $4013.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased HUF / Sold USD | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | HU        |         1 | NC      | $1967.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $188.28       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-1076.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-305.05      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $3611.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-403.44      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| London Metal Exchange                            | Future                   | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |       226 | NC      | $2740231.97   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| NatWest Markets PLC                              | Purchased CHF / Sold USD | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | CH        |         1 | NC      | $1698.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $1016.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased INR / Sold USD | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | IN        |         1 | NC      | $6702.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold BRL | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-2947.22     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-140.78      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased SGD / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | SG        |         1 | NC      | $48299.27     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-3578.29     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased GBP / Sold AUD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | GB        |         1 | NC      | $-5661.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased COP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CO        |         1 | NC      | $186356.21    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased COP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CO        |         1 | NC      | $667.48       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-6786.57     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold JPY | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-3.54        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $390.99       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold NZD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-10971.64    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased PLN / Sold EUR | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | PL        |         1 | NC      | $-240.62      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-402.44      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $1715.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $1309.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-503.70      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-301.29      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-274.24      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased CHF / Sold USD | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | CH        |         1 | NC      | $251.38       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased GBP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | GB        |         1 | NC      | $52425.17     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased COP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CO        |         1 | NC      | $1814.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Scotland PLC                       | Purchased USD / Sold CHF | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | US        |         1 | NC      | $-715207.55   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-845.79      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased INR / Sold USD | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | IN        |         1 | NC      | $701.73       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $6724.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-3777.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $18747.53     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $2329.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased NZD / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | NZ        |         1 | NC      | $729.96       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased EUR / Sold CHF | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | XX        |         1 | NC      | $281.61       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-287.66      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-3864.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $1355.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased EUR / Sold HUF | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | XX        |         1 | NC      | $-68202.26    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased THB / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | TH        |         1 | NC      | $418.95       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $1514.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased EUR / Sold GBP | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | XX        |         1 | NC      | $19155.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-7803.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FORWARDS BNP PARIBAS COC                         | Collateral Position      | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   3420000 | NS      | $3420000.00   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased JPY / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | JP        |         1 | NC      | $443.54       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-3664.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-2688.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $1785.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $207.43       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bills      | CUSIP: 912797NX1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 155000000 | PA      | $154963833.85 | 7.51%             | 2025-07-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-196.45      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-6948.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased AUD / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | AU        |         1 | NC      | $16863.80     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold JPY | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $11623.15     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $1158.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased COP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CO        |         1 | NC      | $577.73       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold BRL | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-10937.24    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CAD / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CA        |         1 | NC      | $226701.44    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-7898.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold JPY | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-378.78      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold JPY | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $2851.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                | Future                   | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               |  | DE        |       769 | NC      | $258710.23    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Royal Bank of Scotland PLC                       | Purchased CHF / Sold USD | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | CH        |         1 | NC      | $242744.01    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased ZAR / Sold USD | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | ZA        |         1 | NC      | $48649.49     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Scotland PLC                       | Purchased CHF / Sold USD | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | CH        |         1 | NC      | $34384.52     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased EUR / Sold PLN | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | XX        |         1 | NC      | $-3049.46     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased TWD / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | TW        |         1 | NC      | $-59.10       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $2353.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-104654.12   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased COP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CO        |         1 | NC      | $5014.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased USD / Sold ZAR | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | US        |         1 | NC      | $-1774.43     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased COP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CO        |         1 | NC      | $-107.24      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased COP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CO        |         1 | NC      | $17571.68     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased JPY / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | JP        |         1 | NC      | $42229.52     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold GBP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-112855.76   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased EUR / Sold PLN | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | XX        |         1 | NC      | $-3296.96     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-1758.51     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $4552.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased GBP / Sold AUD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | GB        |         1 | NC      | $-4041.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $1867.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased COP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CO        |         1 | NC      | $5791.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased COP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CO        |         1 | NC      | $26182.01     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $1517.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                           | Future                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |       586 | NC      | $-675391.72   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-3938.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased ILS / Sold USD | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | IL        |         1 | NC      | $50187.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $2752.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $1667.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $543.54       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $1732.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-318.13      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $5148.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased SEK / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | SE        |         1 | NC      | $301.90       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-3591.43     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased USD / Sold THB | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-1092.07     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $2355.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold PHP | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-3702.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased SEK / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | SE        |         1 | NC      | $51.38        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased USD / Sold HUF | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | US        |         1 | NC      | $-257511.58   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-241.52      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold COP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $259.37       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased EUR / Sold SEK | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | XX        |         1 | NC      | $9123.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $865.66       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased USD / Sold HUF | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | US        |         1 | NC      | $-13372.74    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $1040.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $2635.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-2047.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased COP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CO        |         1 | NC      | $3450.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $1730.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased USD / Sold SGD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-52281.51    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $2591.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-1756.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased NOK / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | NO        |         1 | NC      | $7990.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $2359.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE Futures U.S. Energy Division                 | Future                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |       156 | NC      | $-50905.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased JPY / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | JP        |         1 | NC      | $10.45        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased EUR / Sold GBP | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | XX        |         1 | NC      | $178090.01    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased MXN / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | MX        |         1 | NC      | $266273.98    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $3090.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-3157.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased HUF / Sold EUR | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | HU        |         1 | NC      | $15277.45     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased CHF / Sold USD | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | CH        |         1 | NC      | $48803.82     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-7720.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $-364.22      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased THB / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | TH        |         1 | NC      | $61189.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $1327.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-3506.51     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-3170.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased GBP / Sold AUD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | GB        |         1 | NC      | $-1384.96     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $2350.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased GBP / Sold JPY | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | GB        |         1 | NC      | $7017.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE Futures U.S. Energy Division                 | Future                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |        56 | NC      | $-77010.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Citibank NA                                      | Purchased MXN / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | MX        |         1 | NC      | $318215.22    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased INR / Sold USD | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | IN        |         1 | NC      | $692.67       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-3404.14     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $469.28       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $-108.67      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $412.24       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $4233.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $5126.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased PHP / Sold USD | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | PH        |         1 | NC      | $-346965.99   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold PHP | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-6254.07     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-1602.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $260.41       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased MXN / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | MX        |         1 | NC      | $427848.88    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $3606.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $573.47       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $3762.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased PLN / Sold EUR | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | PL        |         1 | NC      | $7009.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased SEK / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | SE        |         1 | NC      | $-349.59      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased COP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CO        |         1 | NC      | $1086.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-359.26      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased THB / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | TH        |         1 | NC      | $3098.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-4223.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-1939.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased KRW / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | KR        |         1 | NC      | $1589.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-1289.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-60.00       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $937.86       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased ILS / Sold USD | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | IL        |         1 | NC      | $989783.64    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $1626.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold BRL | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-2116.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Scotland PLC                       | Purchased HUF / Sold EUR | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | HU        |         1 | NC      | $229008.49    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold PHP | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-5267.97     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold PHP | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-3972.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-2703.19     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased TWD / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | TW        |         1 | NC      | $-371.71      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-891.27      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased NZD / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | NZ        |         1 | NC      | $586009.10    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased JPY / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | JP        |         1 | NC      | $2.92         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased KRW / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | KR        |         1 | NC      | $309.73       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased GBP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | GB        |         1 | NC      | $1172.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased GBP / Sold JPY | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | GB        |         1 | NC      | $37358.30     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased COP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CO        |         1 | NC      | $31032.09     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased USD / Sold TWD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-429.74      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CNH / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CN        |         1 | NC      | $16373.82     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-255.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $875.99       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased INR / Sold USD | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | IN        |         1 | NC      | $-76.10       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold COP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $192.71       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-2625.14     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-871.13      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Scotland PLC                       | Purchased ZAR / Sold USD | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | ZA        |         1 | NC      | $500618.45    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased PLN / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | PL        |         1 | NC      | $80.53        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold JPY | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-973.19      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $-79.18       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $843.31       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-6056.51     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $863.10       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased USD / Sold ILS | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | US        |         1 | NC      | $-445824.66   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-3572.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased COP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CO        |         1 | NC      | $1709.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased EUR / Sold PLN | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | XX        |         1 | NC      | $-2459.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold PHP | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-22091.46    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $1001.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased GBP / Sold JPY | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | GB        |         1 | NC      | $13266.05     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold PLN | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-17.10       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-249.23      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased USD / Sold SGD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-11659.06    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| London Metal Exchange                            | Future                   | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |      -417 | NC      | $-782263.74   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-2598.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-4482.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased USD / Sold SEK | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-15036.46    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $1151.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $200.71       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased USD / Sold NOK | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-477152.83   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $8551.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-420.87      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $897.96       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased SEK / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | SE        |         1 | NC      | $178.34       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased SGD / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | SG        |         1 | NC      | $78428.63     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold PHP | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-751.60      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $853.22       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-304.79      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $4071.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased MXN / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | MX        |         1 | NC      | $91016.85     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE Futures Europe - Financial Products Division | Future                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |      2887 | NC      | $790195.14    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-3953.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold JPY | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $25715.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $901.98       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased COP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CO        |         1 | NC      | $-126.77      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased USD / Sold ZAR | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | US        |         1 | NC      | $-34470.40    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-93655.68    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased AUD / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | AU        |         1 | NC      | $137525.46    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $1750.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased EUR / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | XX        |         1 | NC      | $2895.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold JPY | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-18.05       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased CHF / Sold USD | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | CH        |         1 | NC      | $90883.12     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased USD / Sold NOK | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-8678.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-3542.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                           | Future                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      -282 | NC      | $-749673.18   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-7828.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $1386.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased EUR / Sold GBP | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | XX        |         1 | NC      | $5219.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $1367.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased TWD / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | TW        |         1 | NC      | $-1223.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-6965.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $746.87       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $2976.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Minneapolis Grain Exchange                       | Future                   | CUSIP: 000000000<br>LEI: 549300RGCVWZUN04IA69 | N/A              | DCO              |  | US        |       -58 | NC      | $60595.34     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $10590.92     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased PLN / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | PL        |         1 | NC      | $111215.57    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $1494836.73   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased USD / Sold NOK | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-23572.84    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased INR / Sold USD | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | IN        |         1 | NC      | $3565.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased SGD / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | SG        |         1 | NC      | $26096.16     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-1060.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased EUR / Sold PLN | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | XX        |         1 | NC      | $-36913.27    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased USD / Sold CHF | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | US        |         1 | NC      | $-108356.22   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold BRL | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-4475.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold JPY | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $31.11        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-191.87      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold PHP | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-1024.34     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-10575.38    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-994.17      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $9544.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased INR / Sold USD | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | IN        |         1 | NC      | $876.72       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $1705.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-8366.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Scotland PLC                       | Purchased ZAR / Sold USD | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | ZA        |         1 | NC      | $245313.22    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-338.33      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased CHF / Sold USD | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | CH        |         1 | NC      | $2658.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-210.27      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $-89.17       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $1456.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased JPY / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | JP        |         1 | NC      | $-6.68        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $1899.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $392.01       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased USD / Sold ZAR | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | US        |         1 | NC      | $-1590.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-3056.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-10513.50    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-297.99      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $-164.82      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | Purchased EUR / Sold USD | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | XX        |         1 | NC      | $117483.74    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased JPY / Sold GBP | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | JP        |         1 | NC      | $-52461.58    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Korea Exchange (Futures Market)                  | Future                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | KR        |      1564 | NC      | $31288.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased COP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CO        |         1 | NC      | $3750.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Scotland PLC                       | Purchased SEK / Sold EUR | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | SE        |         1 | NC      | $-15770.13    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CAD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-1.07        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-296.72      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased SEK / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | SE        |         1 | NC      | $-360.52      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CNH | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $60863.30     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-263.08      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $1620.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased PHP / Sold USD | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | PH        |         1 | NC      | $-2334.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased AUD / Sold JPY | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | AU        |         1 | NC      | $229.05       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased CHF / Sold USD | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | CH        |         1 | NC      | $952.15       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-198.38      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-233.44      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-1229.17     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold AUD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-90771.22    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased JPY / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | JP        |         1 | NC      | $-42088.02    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased ILS / Sold USD | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | IL        |         1 | NC      | $445824.66    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased TWD / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | TW        |         1 | NC      | $-369.10      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased USD / Sold ILS | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | US        |         1 | NC      | $-331202.21   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| ICE Futures Europe - Financial Products Division | Future                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |      3190 | NC      | $881588.64    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NatWest Markets PLC                              | Purchased SEK / Sold EUR | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | SE        |         1 | NC      | $-19936.46    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased AUD / Sold JPY | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | AU        |         1 | NC      | $140.16       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased SEK / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | SE        |         1 | NC      | $162866.21    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $888.22       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased EUR / Sold PLN | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | XX        |         1 | NC      | $-57303.02    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $4495.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased NZD / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | NZ        |         1 | NC      | $86494.48     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Scotland PLC                       | Purchased USD / Sold CHF | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | US        |         1 | NC      | $-3718678.54  | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-3141.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased EUR / Sold GBP | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | XX        |         1 | NC      | $77276.14     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $1221.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold AUD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-13972.71    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased JPY / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | JP        |         1 | NC      | $-2851.91     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $1005.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased SEK / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | SE        |         1 | NC      | $492.44       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $800.58       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-7557.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ICE Futures U.S. Energy Division                 | Future                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |       156 | NC      | $-18145.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-6963.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased EUR / Sold CHF | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | XX        |         1 | NC      | $-127079.61   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased COP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CO        |         1 | NC      | $2753.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased USD / Sold THB | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-18294.59    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased JPY / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | JP        |         1 | NC      | $98300.28     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $584.15       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased HUF / Sold EUR | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | HU        |         1 | NC      | $30586.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold BRL | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-2209.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-828.32      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold NZD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-5050.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Scotland PLC                       | Purchased CHF / Sold USD | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | CH        |         1 | NC      | $3281486.71   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased COP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CO        |         1 | NC      | $34004.38     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $778.96       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $-119.67      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased GBP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | GB        |         1 | NC      | $78814.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased SEK / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | SE        |         1 | NC      | $316.76       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $519.86       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $3815.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-740.65      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold GBP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-25827.92    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased USD / Sold ILS | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | US        |         1 | NC      | $-233644.68   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CNH / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CN        |         1 | NC      | $51653.26     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $242921.88    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased NOK / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | NO        |         1 | NC      | $1264.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold JPY | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $65.37        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased SGD / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | SG        |         1 | NC      | $45876.82     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased EUR / Sold JPY | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | XX        |         1 | NC      | $98491.63     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased THB / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | TH        |         1 | NC      | $257.84       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased USD / Sold NOK | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-53245.14    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-3800.71     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased USD / Sold SGD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-84118.43    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                | Future                   | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |       952 | NC      | $-470466.21   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $150529.02    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased USD / Sold SGD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-757087.58   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased COP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CO        |         1 | NC      | $11692.14     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $213.29       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased AUD / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | AU        |         1 | NC      | $13972.71     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Scotland PLC                       | Purchased USD / Sold CHF | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | US        |         1 | NC      | $-3271604.62  | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-11977.05    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold PHP | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-721.93      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased CHF / Sold USD | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | CH        |         1 | NC      | $176002.01    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased COP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CO        |         1 | NC      | $1798.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Scotland PLC                       | Purchased ZAR / Sold USD | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | ZA        |         1 | NC      | $373350.76    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased USD / Sold THB | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-24309.73    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $177.19       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold BRL | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-1693.92     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bursa Malaysia                                   | Future                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | MY        |        -3 | NC      | $1248.18      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $916.92       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-531.54      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold PHP | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-1025.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased GBP / Sold EUR | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | GB        |         1 | NC      | $-8151.15     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Italian Derivatives Market                       | Future                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | IT        |       211 | NC      | $420514.51    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-121.10      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| London Metal Exchange                            | Future                   | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        37 | NC      | $42494.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold GBP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-803737.28   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased AUD / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | AU        |         1 | NC      | $52058.83     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                      | Future                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |       163 | NC      | $1110543.33   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $3120.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased COP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CO        |         1 | NC      | $1249.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold BRL | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-3551.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $1090.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $-132.03      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-1211.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $6788.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold PHP | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-12398.29    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased USD / Sold ILS | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | US        |         1 | NC      | $-127720.93   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-597.47      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased SEK / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | SE        |         1 | NC      | $333.11       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CNH | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-2568.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-6505.17     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold GBP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-12.57       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold JPY | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-5102.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-488.44      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $204.49       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased PLN / Sold EUR | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | PL        |         1 | NC      | $21207.96     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Scotland PLC                       | Purchased CHF / Sold USD | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | CH        |         1 | NC      | $109382.60    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $995.32       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold BRL | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-2257.97     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold AUD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-15694.49    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased PLN / Sold EUR | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | PL        |         1 | NC      | $36913.27     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $531.30       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold PLN | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-8383.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased CHF / Sold USD | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | CH        |         1 | NC      | $1819.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased NOK / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | NO        |         1 | NC      | $2633.59      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased SEK / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | SE        |         1 | NC      | $452.76       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $1143.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $486.04       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased NOK / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | NO        |         1 | NC      | $2653054.56   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $420.58       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased COP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CO        |         1 | NC      | $-464.85      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $292.44       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-461.22      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased NZD / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | NZ        |         1 | NC      | $2297.89      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased NZD / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | NZ        |         1 | NC      | $51564.42     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased SEK / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | SE        |         1 | NC      | $472.84       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $1119.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased SEK / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | SE        |         1 | NC      | $702.29       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased NZD / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | NZ        |         1 | NC      | $71538.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FORWARDS CITIBANK COC                            | Collateral Position      | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   1840000 | NS      | $1840000.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $1724.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-10686.95    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased KRW / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | KR        |         1 | NC      | $132095.90    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $1858.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $3834.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $411.89       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| London Metal Exchange                            | Future                   | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |      -114 | NC      | $-231247.85   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold BRL | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-2015.22     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $2200.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased KRW / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | KR        |         1 | NC      | $627.12       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-216.25      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold NZD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-35246.20    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased KRW / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | KR        |         1 | NC      | $1436.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased GBP / Sold EUR | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | GB        |         1 | NC      | $-10687.46    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $5938.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $770.58       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased MXN / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | MX        |         1 | NC      | $42238.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased PLN / Sold EUR | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | PL        |         1 | NC      | $9133.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-63.32       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold PHP | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-8620.92     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-6133.70     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-628.78      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $2352.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $413.06       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased USD / Sold SEK | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-425255.46   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased SEK / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | SE        |         1 | NC      | $-140.40      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased THB / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | TH        |         1 | NC      | $858.67       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased EUR / Sold PLN | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | XX        |         1 | NC      | $-57592.92    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased JPY / Sold GBP | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | JP        |         1 | NC      | $-38478.34    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-593.43      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-3550.68     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased COP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CO        |         1 | NC      | $5801.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased GBP / Sold JPY | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | GB        |         1 | NC      | $52461.58     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased PLN / Sold EUR | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | PL        |         1 | NC      | $5660.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $445.95       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Scotland PLC                       | Purchased USD / Sold CHF | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | US        |         1 | NC      | $-6800.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $207.95       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold GBP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-383240.72   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased KRW / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | KR        |         1 | NC      | $4785.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased NZD / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | NZ        |         1 | NC      | $34987.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Scotland PLC                       | Purchased HUF / Sold USD | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | HU        |         1 | NC      | $347274.03    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased INR / Sold USD | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | IN        |         1 | NC      | $6029.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-1588.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $1921.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased GBP / Sold JPY | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | GB        |         1 | NC      | $18777.94     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-1791.22     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $454.55       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-3676.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-1292.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $588.90       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $1075.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-320.84      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased NOK / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | NO        |         1 | NC      | $477152.83    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $865.48       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $282.09       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased MXN / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | MX        |         1 | NC      | $74133.61     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased PLN / Sold EUR | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | PL        |         1 | NC      | $57303.02     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $1772.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased USD / Sold CHF | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | US        |         1 | NC      | $-22.00       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold PHP | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-18504.70    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $414.02       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $890.05       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased KRW / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | KR        |         1 | NC      | $1300.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased COP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CO        |         1 | NC      | $3798.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased SEK / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | SE        |         1 | NC      | $334.19       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-404.78      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Scotland PLC                       | Purchased ZAR / Sold USD | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | ZA        |         1 | NC      | $405138.26    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased PLN / Sold EUR | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | PL        |         1 | NC      | $-231.19      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ICE Futures Europe - Financial Products Division | Future                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | GB        |       911 | NC      | $-787524.41   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $747.55       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased COP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CO        |         1 | NC      | $7885.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $4542.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased SGD / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | SG        |         1 | NC      | $185588.35    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased SEK / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | SE        |         1 | NC      | $66220.32     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased JPY / Sold GBP | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | JP        |         1 | NC      | $-11862.60    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-7504.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased JPY / Sold GBP | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | JP        |         1 | NC      | $-44870.34    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $1985.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $761.29       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $1418.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased USD / Sold THB | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-1794.71     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $2128.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased EUR / Sold HUF | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | XX        |         1 | NC      | $-24105.31    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-3549.11     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased COP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CO        |         1 | NC      | $919.48       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased AUD / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | AU        |         1 | NC      | $91713.27     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CNH | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-216127.41   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                      | Future                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |      1019 | NC      | $352240.52    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased NZD / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | NZ        |         1 | NC      | $18535.23     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased HUF / Sold EUR | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | HU        |         1 | NC      | $21455.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE Futures U.S. Energy Division                 | Future                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |       156 | NC      | $406175.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $932.66       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased SEK / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | SE        |         1 | NC      | $191.54       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased GBP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | GB        |         1 | NC      | $344637.06    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $6015.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased USD / Sold THB | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-7893.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-1243.26     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-399.11      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $2855.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold COP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $199.51       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-414.10      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-8047.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold BRL | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-1636.46     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased TWD / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | TW        |         1 | NC      | $-11310.15    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-3848.91     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $911.45       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $1778.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased MXN / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | MX        |         1 | NC      | $219262.93    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased CHF / Sold USD | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | CH        |         1 | NC      | $60.18        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $800.41       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $2282.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $911.06       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-5387.57     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ICE Futures Europe                               | Future                   | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DCO              |  | GB        |       -89 | NC      | $600642.29    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NatWest Markets PLC                              | Purchased ILS / Sold USD | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | IL        |         1 | NC      | $75568.98     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-815.50      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased AUD / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | AU        |         1 | NC      | $4.18         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased INR / Sold USD | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | IN        |         1 | NC      | $-27126.90    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $451.97       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased THB / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | TH        |         1 | NC      | $159.16       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-207.49      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-586.30      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $443.45       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased COP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CO        |         1 | NC      | $20697.01     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $524.06       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased NOK / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | NO        |         1 | NC      | $27769.93     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased KRW / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | KR        |         1 | NC      | $558.97       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased THB / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | TH        |         1 | NC      | $240.76       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold BRL | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-2160.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $394.56       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $1693.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ASX Clear (Futures)                              | Future                   | CUSIP: 000000000<br>LEI: 549300ZD7BBOVZFVHK49 | N/A              | DE               |  | AU        |       787 | NC      | $-216802.67   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                      | Future                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |      2073 | NC      | $554206.34    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $264.96       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased GBP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | GB        |         1 | NC      | $46250.71     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $5417.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-399.09      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-11251.27    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-3999.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ICE Futures U.S. Energy Division                 | Future                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |        56 | NC      | $-11630.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased KRW / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | KR        |         1 | NC      | $435.52       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-515.63      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $494.22       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                | Future                   | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |      1907 | NC      | $-391323.32   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| NatWest Markets PLC                              | Purchased SEK / Sold EUR | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | SE        |         1 | NC      | $-14692.70    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-721.05      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $1699.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased USD / Sold SEK | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-26.26       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-1296.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $899.40       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $2558.07      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased GBP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | GB        |         1 | NC      | $803737.28    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $826.94       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $876.39       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $847.67       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold JPY | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $42088.02     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $868.58       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased NZD / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | NZ        |         1 | NC      | $149823.56    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-11189.93    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased TWD / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | TW        |         1 | NC      | $1296.89      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold PLN | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-341288.22   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $1630.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $639.43       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased NZD / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | NZ        |         1 | NC      | $80840.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased HUF / Sold EUR | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | HU        |         1 | NC      | $17429.45     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $864.98       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased TWD / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | TW        |         1 | NC      | $-838.01      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $885.26       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $1438.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $1406.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $953.94       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $910.67       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-5125.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $421.60       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased GBP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | GB        |         1 | NC      | $25827.92     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Scotland PLC                       | Purchased SEK / Sold EUR | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | SE        |         1 | NC      | $-6169.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-3875.70     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased USD / Sold NOK | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-196890.57   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $2358.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $476.91       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $1532.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE Futures U.S., Inc.                           | Future                   | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              |  | US        |     -2897 | NC      | $1870430.86   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $3136.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased ZAR / Sold USD | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | ZA        |         1 | NC      | $-33228.72    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $1701.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-903.52      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $402.97       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $402.22       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $196.66       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-108.48      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased PLN / Sold EUR | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | PL        |         1 | NC      | $5377.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased USD / Sold SEK | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-4502.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $1359.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-488.64      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $757.84       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased COP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CO        |         1 | NC      | $13291.37     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-3124.14     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-508.64      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-447.10      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold NZD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-84738.59    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased PHP / Sold USD | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | PH        |         1 | NC      | $28927.94     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE Futures U.S. Energy Division                 | Future                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |       156 | NC      | $-205735.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold AUD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-17.73       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $5643.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased HUF / Sold USD | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | HU        |         1 | NC      | $6963.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased TWD / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | TW        |         1 | NC      | $-112.31      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Scotland PLC                       | Purchased USD / Sold CHF | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | US        |         1 | NC      | $-269435.14   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold GBP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-344637.06   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $875.99       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased ILS / Sold USD | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | IL        |         1 | NC      | $127720.93    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $284.69       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $394.30       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $3249.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold PHP | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-10078.10    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased KRW / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | KR        |         1 | NC      | $2334.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold COP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $193.39       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased COP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CO        |         1 | NC      | $-825.38      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $13141.52     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-2946.73     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased AUD / Sold JPY | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | AU        |         1 | NC      | $187.44       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| London Metal Exchange                            | Future                   | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |      -108 | NC      | $27003.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $1532.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Scotland PLC                       | Purchased SEK / Sold EUR | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | SE        |         1 | NC      | $-23041.78    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased MXN / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | MX        |         1 | NC      | $218862.70    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased INR / Sold USD | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | IN        |         1 | NC      | $1114.89      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $5101.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased SEK / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | SE        |         1 | NC      | $3582.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $-265.37      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Scotland PLC                       | Purchased USD / Sold CHF | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | US        |         1 | NC      | $-812198.71   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $910.38       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased USD / Sold CHF | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | US        |         1 | NC      | $-415770.23   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-253.65      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $485.13       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased NZD / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | NZ        |         1 | NC      | $42856.22     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased KRW / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | KR        |         1 | NC      | $1205.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $6838.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $4650.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $523.31       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-335.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $1162.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $1008.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased USD / Sold THB | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-14453.97    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $895.69       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-6429.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-3492.22     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased PLN / Sold EUR | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | PL        |         1 | NC      | $-1672.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $431.52       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $4984.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $896.08       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-287.30      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $12063.13     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-566.53      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $204.49       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                      | Future                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DCO              |  | US        |       222 | NC      | $317157.36    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-3898.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased INR / Sold USD | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | IN        |         1 | NC      | $783.75       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $1119.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased EUR / Sold HUF | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | XX        |         1 | NC      | $-15277.45    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-6834.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased EUR / Sold HUF | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | XX        |         1 | NC      | $-25459.83    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased CHF / Sold USD | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | CH        |         1 | NC      | $3238.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased USD / Sold ZAR | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | US        |         1 | NC      | $-47391.96    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $-194.25      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased USD / Sold ILS | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | US        |         1 | NC      | $-343769.11   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $202.34       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased INR / Sold USD | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | IN        |         1 | NC      | $6040.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-173.30      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-864.63      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $650.73       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold PHP | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-18714.53    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold KRW | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-15877.55    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased GBP / Sold AUD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | GB        |         1 | NC      | $1961.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $684.65       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased PLN / Sold EUR | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | PL        |         1 | NC      | $-353.82      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $1262.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased USD / Sold CHF | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | US        |         1 | NC      | $-14.57       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased EUR / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | XX        |         1 | NC      | $586938.52    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| The Montreal Exchange / Bourse De Montreal       | Future                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CA        |       225 | NC      | $48417.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank NA                                      | Purchased SEK / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | SE        |         1 | NC      | $551.87       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $70505.54     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased PLN / Sold EUR | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | PL        |         1 | NC      | $-545.25      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $491.60       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased USD / Sold NOK | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-85480.93    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $846.49       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Scotland PLC                       | Purchased CHF / Sold USD | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | CH        |         1 | NC      | $252832.39    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-7548.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $185.28       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased SEK / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | SE        |         1 | NC      | $859.65       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-12958.37    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $771.53       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CAD / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CA        |         1 | NC      | $123.44       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-7911.37     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CNH | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $130381.39    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-538.06      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-772.03      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-7132.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased ZAR / Sold USD | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | ZA        |         1 | NC      | $15473.79     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold NZD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-42049.04    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| London Metal Exchange                            | Future                   | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |      -226 | NC      | $-6218298.19  | -0.30%            |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased KRW / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | KR        |         1 | NC      | $648.99       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased PLN / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | PL        |         1 | NC      | $44699.10     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $819.29       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased USD / Sold ILS | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | US        |         1 | NC      | $-989783.64   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased USD / Sold TWD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-1613.26     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased COP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CO        |         1 | NC      | $30809.22     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold JPY | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $2218.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-376.13      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                           | Future                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |      -495 | NC      | $604556.16    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $1705.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased ZAR / Sold USD | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | ZA        |         1 | NC      | $9756.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased TWD / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | TW        |         1 | NC      | $-1250.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased EUR / Sold PLN | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | XX        |         1 | NC      | $-15825.34    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased COP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CO        |         1 | NC      | $-286.88      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased EUR / Sold HUF | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | XX        |         1 | NC      | $-10839.91    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $-205.80      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased SEK / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | SE        |         1 | NC      | $509369.66    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Scotland PLC                       | Purchased USD / Sold CHF | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | US        |         1 | NC      | $-37455.72    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased JPY / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | JP        |         1 | NC      | $113861.26    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased GBP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | GB        |         1 | NC      | $514954.32    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold KRW | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-28368.73    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Scotland PLC                       | Purchased USD / Sold CHF | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | US        |         1 | NC      | $-28300.73    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-3149.17     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold JPY | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-210268.85   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased NOK / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | NO        |         1 | NC      | $8678.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $2059.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-10648.45    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased AUD / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | AU        |         1 | NC      | $15694.49     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $794.89       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $874.30       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-1587.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-7325.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $-334.28      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $448.60       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $1128.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $441.06       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold BRL | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-3003.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased USD / Sold SEK | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-151367.77   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased NZD / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | NZ        |         1 | NC      | $7185.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $2499.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased TWD / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | TW        |         1 | NC      | $-679.38      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased SEK / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | SE        |         1 | NC      | $425255.46    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased PLN / Sold EUR | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | PL        |         1 | NC      | $-124.74      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $335.45       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-1539.33     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-1414.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $419.41       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $834.71       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-589.08      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased INR / Sold USD | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | IN        |         1 | NC      | $-431753.38   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased AUD / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | AU        |         1 | NC      | $52995.07     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold COP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $100.32       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased GBP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | GB        |         1 | NC      | $57070.14     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased EUR / Sold GBP | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | XX        |         1 | NC      | $85900.13     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-6445.19     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $962.83       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-408.80      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $1278.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold COP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $233.74       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold COP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $170.39       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-297.46      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Scotland PLC                       | Purchased USD / Sold ZAR | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | US        |         1 | NC      | $-2530.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $891.89       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $-83.83       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-3088.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Scotland PLC                       | Purchased HUF / Sold EUR | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | HU        |         1 | NC      | $24672.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $1759.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $-128.93      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Scotland PLC                       | Purchased ZAR / Sold USD | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | ZA        |         1 | NC      | $102484.69    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-521.98      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $6675.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $578.51       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased EUR / Sold SEK | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | XX        |         1 | NC      | $628.62       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-420.86      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold COP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $142.70       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased GBP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | GB        |         1 | NC      | $456134.29    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $1707.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $460.63       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased MXN / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | MX        |         1 | NC      | $243713.96    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $702.06       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased EUR / Sold SEK | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | XX        |         1 | NC      | $624.35       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $941.91       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $1632.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased KRW / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | KR        |         1 | NC      | $3174.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-96.73       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $381.68       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $1712.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-40.43       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-3219.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CAD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $15.10        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased NOK / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | NO        |         1 | NC      | $355257.72    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-255.67      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $2743.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-421.87      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-863.64      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-287.97      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $384.91       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-518.45      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold BRL | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-4855.54     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased INR / Sold USD | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | IN        |         1 | NC      | $465.76       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-148.36      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased TWD / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | TW        |         1 | NC      | $186912.52    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-16305.38    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $218.15       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased TWD / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | TW        |         1 | NC      | $-408.49      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased NOK / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | NO        |         1 | NC      | $92419.29     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-3072.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $1341.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased AUD / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | AU        |         1 | NC      | $38402.02     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $6165.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased ILS / Sold USD | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | IL        |         1 | NC      | $192972.17    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased COP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CO        |         1 | NC      | $651.85       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $427.62       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased SEK / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | SE        |         1 | NC      | $127.59       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-524.80      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased JPY / Sold GBP | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | JP        |         1 | NC      | $-376698.00   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold PHP | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-1013.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $2301.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-145.34      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ICE Futures U.S. Energy Division                 | Future                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |       196 | NC      | $-163895.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $665.13       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold COP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $62.25        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-306.13      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $860.78       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ASX Clear (Futures)                              | Future                   | CUSIP: 000000000<br>LEI: 549300ZD7BBOVZFVHK49 | N/A              | DIR              |  | AU        |      1289 | NC      | $154358.30    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $390.09       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased COP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CO        |         1 | NC      | $-560.97      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $-375.45      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased HUF / Sold USD | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | HU        |         1 | NC      | $24838.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-9614.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased JPY / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | JP        |         1 | NC      | $-27693.22    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $2246.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased USD / Sold ILS | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | US        |         1 | NC      | $-31376.03    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-3399.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased NOK / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | NO        |         1 | NC      | $1828.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-147.36      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $892.62       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Scotland PLC                       | Purchased ZAR / Sold USD | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | ZA        |         1 | NC      | $295027.54    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $970.08       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $2570.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Scotland PLC                       | Purchased CHF / Sold USD | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | CH        |         1 | NC      | $366119.43    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased NZD / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | NZ        |         1 | NC      | $28826.71     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased TWD / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | TW        |         1 | NC      | $243.35       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $2634.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased ILS / Sold USD | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | IL        |         1 | NC      | $317218.47    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased CHF / Sold USD | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | CH        |         1 | NC      | $90258.80     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold PHP | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-1282.13     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $872.91       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold PHP | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-14014.66    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-11312.84    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased COP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CO        |         1 | NC      | $5276.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-3951.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-3119.54     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-3433.43     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased COP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CO        |         1 | NC      | $-184.82      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased COP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CO        |         1 | NC      | $-91.25       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased SEK / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | SE        |         1 | NC      | $-212948.72   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased USD / Sold NOK | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-403.29      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Scotland PLC                       | Purchased ZAR / Sold USD | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | ZA        |         1 | NC      | $555787.50    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $38616.39     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-6385.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-3566.33     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold PHP | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-1028.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased TWD / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | TW        |         1 | NC      | $-11765.03    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-3698.68     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-266.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased EUR / Sold PLN | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | XX        |         1 | NC      | $-2498.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased EUR / Sold AUD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | XX        |         1 | NC      | $1251.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $993.73       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $1039.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $896.07       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-5577.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $638.40       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-3482.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Scotland PLC                       | Purchased CHF / Sold USD | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | CH        |         1 | NC      | $3271604.62   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased SEK / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | SE        |         1 | NC      | $4008.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased AUD / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | AU        |         1 | NC      | $691290.30    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $800.73       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $6195.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased MXN / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | MX        |         1 | NC      | $84976.36     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bills      | CUSIP: 912797MG9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 180000000 | PA      | $179212455.00 | 8.68%             | 2025-08-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-10301.81    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $251.79       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $1252.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE Futures U.S. Energy Division                 | Future                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |       156 | NC      | $-62605.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased COP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CO        |         1 | NC      | $-758.46      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold AUD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-108.09      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased PEN / Sold USD | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | PE        |         1 | NC      | $7569.59      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased COP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CO        |         1 | NC      | $1221.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased JPY / Sold GBP | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | JP        |         1 | NC      | $-46637.53    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $546.38       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased USD / Sold ZAR | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | US        |         1 | NC      | $-1021.99     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased TWD / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | TW        |         1 | NC      | $-325.12      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased NOK / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | NO        |         1 | NC      | $793646.51    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $968.91       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-578.78      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased SEK / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | SE        |         1 | NC      | $394.68       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $1335.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CNH / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CN        |         1 | NC      | $11903.77     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $2519.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased HUF / Sold EUR | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | HU        |         1 | NC      | $45674.35     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $433.56       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-652.29      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold PHP | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-726.27      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $1166.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $-157.27      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased USD / Sold SGD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-17458.40    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-1199.98     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-3585.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased COP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CO        |         1 | NC      | $-363.93      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased MXN / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | MX        |         1 | NC      | $343155.47    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $1677.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $853.62       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased EUR / Sold SEK | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | XX        |         1 | NC      | $234.15       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-3607.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased INR / Sold USD | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | IN        |         1 | NC      | $1090.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-591.55      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $197.64       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $1275.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-213.89      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased PLN / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | PL        |         1 | NC      | $19.79        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $1166.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold BRL | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-1642.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $880.13       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased SEK / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | SE        |         1 | NC      | $749.99       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased TWD / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | TW        |         1 | NC      | $-318.62      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Scotland PLC                       | Purchased SEK / Sold EUR | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | SE        |         1 | NC      | $-4765.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased COP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CO        |         1 | NC      | $616.20       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased SEK / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | SE        |         1 | NC      | $-55.33       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-337.32      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-227.67      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $524.71       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased EUR / Sold SEK | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | XX        |         1 | NC      | $26000.23     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $1393.59      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE Futures U.S. Energy Division                 | Future                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |       156 | NC      | $-82105.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NatWest Markets PLC                              | Purchased ILS / Sold USD | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | IL        |         1 | NC      | $206438.09    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $397.56       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $411.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-3402.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $419.41       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $3016.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                           | Future                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |     -2328 | NC      | $1258489.56   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-3947.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $467.58       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased KRW / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | KR        |         1 | NC      | $3678.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-193.95      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-3380.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $1134.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-7964.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $1058.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased THB / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | TH        |         1 | NC      | $457.63       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-1404.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold BRL | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-8640.23     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $1502.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-7079.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $2220.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $2244.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-1251.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold PHP | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-506.95      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased TWD / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | TW        |         1 | NC      | $-407.20      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold BRL | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-2714.33     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CAD / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CA        |         1 | NC      | $5816.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $824.20       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased TWD / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | TW        |         1 | NC      | $-628.51      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $340.53       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold PHP | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-3100.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Scotland PLC                       | Purchased GBP / Sold EUR | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | GB        |         1 | NC      | $-178090.01   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $2834.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-536.39      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $1415.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $2323.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-3605.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased EUR / Sold JPY | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | XX        |         1 | NC      | $60928.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased NZD / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | NZ        |         1 | NC      | $26400.49     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CAD / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CA        |         1 | NC      | $285527.10    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased EUR / Sold PLN | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | XX        |         1 | NC      | $-5398.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $461.05       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $1284.07      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CNH | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-51653.26    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased TWD / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | TW        |         1 | NC      | $-979.58      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-7853.46     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-950.60      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Scotland PLC                       | Purchased USD / Sold CHF | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | US        |         1 | NC      | $-38370.18    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-6292.21     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $1922.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $831.32       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased USD / Sold MXN | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-377989.79   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $1692.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased COP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CO        |         1 | NC      | $13251.39     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $448.51       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased MXN / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | MX        |         1 | NC      | $377989.79    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $396.22       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE Futures U.S., Inc.                           | Future                   | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              |  | US        |        57 | NC      | $-8715.32     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold PHP | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-18610.23    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Scotland PLC                       | Purchased USD / Sold CHF | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | US        |         1 | NC      | $-64275.31    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $1776.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-821.70      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-5597.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold NZD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-259424.59   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased NZD / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | NZ        |         1 | NC      | $32369.84     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased HUF / Sold USD | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | HU        |         1 | NC      | $127.40       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-14926.43    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold GBP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-57070.14    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased INR / Sold USD | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | IN        |         1 | NC      | $4615.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Scotland PLC                       | Purchased EUR / Sold SEK | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | XX        |         1 | NC      | $17015.63     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $442.82       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased CHF / Sold USD | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | CH        |         1 | NC      | $6460.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-402.97      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased PLN / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | PL        |         1 | NC      | $59533.67     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $1026.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased NOK / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | NO        |         1 | NC      | $1059.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-6276.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-771.21      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased USD / Sold ILS | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | US        |         1 | NC      | $-316930.53   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold AUD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-52058.83    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $4569.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold COP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $331.26       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-4632.26     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold PLN | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-1.22        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $2415.07      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-7887.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $1591.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-5740.98     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $946.69       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $2127.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $1769.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $791.03       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased NOK / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | NO        |         1 | NC      | $81863.74     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased COP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CO        |         1 | NC      | $6329.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased TWD / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | TW        |         1 | NC      | $-613.62      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $772.48       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Scotland PLC                       | Purchased HUF / Sold EUR | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | HU        |         1 | NC      | $150902.86    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-3752.24     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-414.41      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-7112.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased THB / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | TH        |         1 | NC      | $517.19       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased AUD / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | AU        |         1 | NC      | $55510.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $1578.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold GBP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-27.02       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $1022.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased KRW / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | KR        |         1 | NC      | $1610.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-2479.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased PLN / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | PL        |         1 | NC      | $510614.34    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased COP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CO        |         1 | NC      | $1793.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $15746.17     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $1745.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased KRW / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | KR        |         1 | NC      | $3554.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased USD / Sold ZAR | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | US        |         1 | NC      | $-2234.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $1635.43      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased USD / Sold THB | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-51743.21    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-288.51      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $549.38       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased INR / Sold USD | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | IN        |         1 | NC      | $59.44        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased EUR / Sold GBP | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | XX        |         1 | NC      | $58229.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-859.38      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $1430.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Commodities Exchange Center                      | Future                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |       369 | NC      | $-1394847.54  | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $199.73       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-126.49      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased COP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CO        |         1 | NC      | $13.56        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $6451.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $446.33       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased USD / Sold NOK | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-552520.69   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $845.51       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased COP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CO        |         1 | NC      | $7831.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $1554.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-3657.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $729.85       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold GBP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-322597.44   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $3303.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-5356.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $31016.74     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased NOK / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | NO        |         1 | NC      | $186194.72    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased THB / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | TH        |         1 | NC      | $-1173.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-523.69      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $871.15       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $4266.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-1316.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $2225.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Korea Exchange (Futures Market)                  | Future                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | KR        |       661 | NC      | $2252669.35   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| NatWest Markets PLC                              | Purchased EUR / Sold GBP | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | XX        |         1 | NC      | $11122.56     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased GBP / Sold JPY | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | GB        |         1 | NC      | $35324.47     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $-518.02      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $2437.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $788.42       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased PLN / Sold EUR | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | PL        |         1 | NC      | $-217.69      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold BRL | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-3368.13     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $22467.49     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-348.11      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $455.74       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-3635.98     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $345.75       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased MXN / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | MX        |         1 | NC      | $35812.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-119.42      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased SEK / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | SE        |         1 | NC      | $24473.86     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $2441.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold BRL | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-4308.99     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Scotland PLC                       | Purchased USD / Sold CHF | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | US        |         1 | NC      | $-3281486.71  | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased COP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CO        |         1 | NC      | $1155.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased USD / Sold NOK | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-111.80      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $507.51       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased USD / Sold TWD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-2827.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-7294.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased PEN / Sold USD | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | PE        |         1 | NC      | $5846.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $464.18       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased THB / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | TH        |         1 | NC      | $-1751.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $895.58       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $1384.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased SEK / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | SE        |         1 | NC      | $364.07       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $684.63       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Scotland PLC                       | Purchased HUF / Sold EUR | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | HU        |         1 | NC      | $8290.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased TWD / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | TW        |         1 | NC      | $-104.07      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $2597.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased GBP / Sold AUD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | GB        |         1 | NC      | $261626.15    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-517.74      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-1318.70     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-4003.91     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased MXN / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | MX        |         1 | NC      | $30956.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $410.61       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold BRL | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-2831.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-242.87      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased USD / Sold ZAR | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | US        |         1 | NC      | $-2308.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $520.82       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-7271.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased SEK / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | SE        |         1 | NC      | $-5.26        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $233.15       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $220.46       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased EUR / Sold HUF | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | XX        |         1 | NC      | $-38367.71    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $497.95       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $1133.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $1690.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $434.07       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-3569.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $239.65       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-1305.73     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CAD / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CA        |         1 | NC      | $25.01        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $1898.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased CHF / Sold USD | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | CH        |         1 | NC      | $-8500515.09  | -0.41%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-526.91      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased TWD / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | TW        |         1 | NC      | $-203.79      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased PLN / Sold EUR | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | PL        |         1 | NC      | $-151.10      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased EUR / Sold HUF | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | XX        |         1 | NC      | $-30508.57    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ICE Futures U.S. Energy Division                 | Future                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |       196 | NC      | $5645.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-683.64      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $1654.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $1367.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $823.95       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $835.67       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold BRL | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-3388.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Scotland PLC                       | Purchased CHF / Sold USD | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | CH        |         1 | NC      | $28300.73     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased USD / Sold NOK | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-27566.90    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| New York Mercantile Exchange                     | Future                   | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |       277 | NC      | $-1004862.17  | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $885.51       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased SEK / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | SE        |         1 | NC      | $15036.46     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased SEK / Sold EUR | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | SE        |         1 | NC      | $-14056.07    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $814.19       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE Futures Europe                               | Future                   | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DCO              |  | GB        |       303 | NC      | $-1622617.23  | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $866.22       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $-180.38      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $1722.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased NOK / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | NO        |         1 | NC      | $27566.90     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CAD / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CA        |         1 | NC      | $109432.66    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-7370.29     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-146.28      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased GBP / Sold EUR | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | GB        |         1 | NC      | $-19155.87    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $7767.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $-190.78      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased NOK / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | NO        |         1 | NC      | $22063.55     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased USD / Sold NOK | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-221857.89   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold BRL | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-3593.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold PHP | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-1028.24     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased AUD / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | AU        |         1 | NC      | $625602.38    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $1107.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased GBP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | GB        |         1 | NC      | $593001.63    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased EUR / Sold HUF | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | XX        |         1 | NC      | $-229008.49   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $826.11       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-5699.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased TWD / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | TW        |         1 | NC      | $-857.36      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $13264.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-3737.96     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased PLN / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | PL        |         1 | NC      | $36812.67     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-521.37      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-490.54      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $1750.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-3173.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-563.86      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $574.28       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Scotland PLC                       | Purchased HUF / Sold EUR | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | HU        |         1 | NC      | $94739.28     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold BRL | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-3243.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-408.80      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold BRL | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-2207.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased USD / Sold NOK | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-748053.00   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $1035.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $446.33       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $424.84       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased EUR / Sold GBP | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | XX        |         1 | NC      | $525.48       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-3913.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $1712.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $1336.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $432.13       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold PHP | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-731.82      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $1201.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-3996.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased KRW / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | KR        |         1 | NC      | $1715.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-3481.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $369.28       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold BRL | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-3952.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-196.63      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased NOK / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | NO        |         1 | NC      | $-4431.24     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold GBP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-514954.32   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased COP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CO        |         1 | NC      | $2672.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased CHF / Sold USD | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | CH        |         1 | NC      | $21835.09     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased PLN / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | PL        |         1 | NC      | $52213.44     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold PHP | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-739.05      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $1131.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased AUD / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | AU        |         1 | NC      | $161.36       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased USD / Sold NOK | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-186194.72   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold AUD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-564001.08   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $3621.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-3656.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased KRW / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | KR        |         1 | NC      | $802.83       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased HUF / Sold EUR | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | HU        |         1 | NC      | $24084.84     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold PHP | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-1034.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold BRL | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-86933.16    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $998.71       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-285.96      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased USD / Sold NOK | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-2653054.56  | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $1685.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $7186.89      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-2663.15     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $2593.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold PHP | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-1504.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $4561.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-285.62      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $875.54       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-8042.11     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased GBP / Sold EUR | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | GB        |         1 | NC      | $-4086.59     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased THB / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | TH        |         1 | NC      | $-276.31      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $59.03        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased USD / Sold NOK | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-261198.67   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $1086.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $1588.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $997.52       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-7882.92     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold PHP | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-8158.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Scotland PLC                       | Purchased USD / Sold PEN | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | US        |         1 | NC      | $-36997.62    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $1807.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased USD / Sold NOK | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-350176.73   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased AUD / Sold JPY | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | AU        |         1 | NC      | $9118.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $-464.80      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-249.10      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased ZAR / Sold USD | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | ZA        |         1 | NC      | $102043.32    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-7764.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $995.21       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE Futures U.S. Energy Division                 | Future                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |       196 | NC      | $32595.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-2298.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $472.27       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased TWD / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | TW        |         1 | NC      | $-6439.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-7201.34     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $543.70       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased PLN / Sold EUR | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | PL        |         1 | NC      | $-361.42      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased TWD / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | TW        |         1 | NC      | $-709.61      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $473.96       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE Futures Europe - Financial Products Division | Future                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |      1366 | NC      | $-262751.32   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased AUD / Sold JPY | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | AU        |         1 | NC      | $678.98       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased USD / Sold NOK | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-115040.98   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased SEK / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | SE        |         1 | NC      | $75.86        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $1315.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-6432.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $1792.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased EUR / Sold CAD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | XX        |         1 | NC      | $152.17       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-643.74      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased USD / Sold ILS | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | US        |         1 | NC      | $-229211.31   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased HUF / Sold EUR | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | HU        |         1 | NC      | $1412.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-368.35      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ICE Futures Europe - Financial Products Division | Future                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |      3107 | NC      | $-541343.55   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-437.01      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $10386.37     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE Futures U.S., Inc.                           | Future                   | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DE               |  | US        |      1060 | NC      | $935496.14    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold BRL | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-3688.57     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Scotland PLC                       | Purchased GBP / Sold EUR | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | GB        |         1 | NC      | $-77276.14    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased EUR / Sold CHF | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | XX        |         1 | NC      | $-8276.26     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-405.05      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ICE Futures Europe                               | Future                   | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DCO              |  | GB        |       259 | NC      | $-1200194.58  | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| Commodities Exchange Center                      | Future                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |       363 | NC      | $1679567.85   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank NA                                      | Purchased GBP / Sold JPY | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | GB        |         1 | NC      | $46637.53     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-4028.96     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ICE Futures U.S. Energy Division                 | Future                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |       156 | NC      | $-149965.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-621.04      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased USD / Sold ZAR | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | US        |         1 | NC      | $-887.66      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold PHP | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-1039.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold AUD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-68.51       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-2669.92     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased GBP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | GB        |         1 | NC      | $7435.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE Futures U.S. Energy Division                 | Future                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |       196 | NC      | $6625.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $3140.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $-342.39      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased COP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CO        |         1 | NC      | $612.75       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased KRW / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | KR        |         1 | NC      | $2946.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $1275.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $949.07       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $1274.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $133.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased USD / Sold NOK | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-2633.59     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold COP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $504.41       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased NZD / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | NZ        |         1 | NC      | $122779.98    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $1200.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased NZD / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | NZ        |         1 | NC      | $959.95       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE Futures U.S. Energy Division                 | Future                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |       156 | NC      | $-190135.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-1024.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $863.67       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased TWD / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | TW        |         1 | NC      | $67.30        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased USD / Sold NOK | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-1828.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $1721.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE Futures Europe - Financial Products Division | Future                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |       147 | NC      | $-26779.54    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-7224.15     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $7363.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $713.88       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased USD / Sold THB | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-23677.58    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-557.46      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $395.82       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| South African Futures Exchange                   | Future                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | ZA        |       812 | NC      | $559236.81    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold GBP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-157769.18   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $-119.76      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased GBP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | GB        |         1 | NC      | $32998.66     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $5088.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased PLN / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | PL        |         1 | NC      | $7.97         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $3977.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased ILS / Sold USD | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | IL        |         1 | NC      | $343769.11    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $872.30       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased KRW / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | KR        |         1 | NC      | $1175.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $899.46       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Scotland PLC                       | Purchased USD / Sold CHF | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | US        |         1 | NC      | $-366119.43   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased HUF / Sold USD | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | HU        |         1 | NC      | $49542.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-457.13      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased TWD / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | TW        |         1 | NC      | $-497.03      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-3581.39     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-9764.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $930.95       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $1100.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE Futures U.S., Inc.                           | Future                   | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DE               |  | US        |       604 | NC      | $658227.86    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-6855.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased NZD / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | NZ        |         1 | NC      | $7161.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $2437.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $1729.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $1941.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold GBP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-52425.17    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $430.82       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-7950.37     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-7176.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold PHP | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-15176.19    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $611.32       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold AUD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-5.98        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased COP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CO        |         1 | NC      | $2780.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold BRL | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-3023.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $1661.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Scotland PLC                       | Purchased CHF / Sold USD | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | CH        |         1 | NC      | $195438.50    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $2667.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased EUR / Sold SEK | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | XX        |         1 | NC      | $937.61       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-3477.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased JPY / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | JP        |         1 | NC      | $973.19       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $1027.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased EUR / Sold PLN | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | XX        |         1 | NC      | $-17498.39    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-3079.14     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased PLN / Sold EUR | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | PL        |         1 | NC      | $5643.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased USD / Sold ILS | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | US        |         1 | NC      | $-192972.17   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $788.37       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased CHF / Sold USD | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | CH        |         1 | NC      | $85897.39     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased PLN / Sold EUR | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | PL        |         1 | NC      | $-149.16      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold COP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $86.76        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased CHF / Sold USD | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | CH        |         1 | NC      | $51690.66     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-3474.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $930.51       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-1288.46     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased HUF / Sold EUR | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | HU        |         1 | NC      | $821554.13    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $468.02       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-2630.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-10364.98    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $1395.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Scotland PLC                       | Purchased EUR / Sold HUF | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | XX        |         1 | NC      | $-1412.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased NOK / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | NO        |         1 | NC      | $76123.47     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $833.17       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased USD / Sold TWD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-1690.29     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-284.07      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased EUR / Sold PLN | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | XX        |         1 | NC      | $-21207.96    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $2658.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $468.41       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $2436.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $921.26       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-412.59      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $1101.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $853.22       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased PLN / Sold EUR | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | PL        |         1 | NC      | $17498.39     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased SEK / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | SE        |         1 | NC      | $254.20       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased THB / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | TH        |         1 | NC      | $605.06       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased USD / Sold SGD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-35406.34    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased AUD / Sold JPY | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | AU        |         1 | NC      | $570.65       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $445.62       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased NZD / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | NZ        |         1 | NC      | $10971.64     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased JPY / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | JP        |         1 | NC      | $-2218.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Scotland PLC                       | Purchased CHF / Sold USD | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | CH        |         1 | NC      | $75275.48     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased KRW / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | KR        |         1 | NC      | $772.41       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased AUD / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | AU        |         1 | NC      | $1157160.47   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased USD / Sold MXN | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-329970.09   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased INR / Sold USD | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | IN        |         1 | NC      | $525.61       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased USD / Sold CHF | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | US        |         1 | NC      | $-252.64      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased SEK / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | SE        |         1 | NC      | $450.68       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased JPY / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | JP        |         1 | NC      | $-11623.15    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased CHF / Sold USD | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | CH        |         1 | NC      | $1083392.58   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Scotland PLC                       | Purchased USD / Sold CHF | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | US        |         1 | NC      | $-369481.71   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Scotland PLC                       | Purchased HUF / Sold USD | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | HU        |         1 | NC      | $35645.46     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-3783.29     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-3062.68     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-999.12      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased INR / Sold USD | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | IN        |         1 | NC      | $8.15         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased KRW / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | KR        |         1 | NC      | $1253.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $425.28       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold JPY | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $27693.22     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-288.65      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $1645.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased AUD / Sold JPY | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | AU        |         1 | NC      | $6710.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $79713.42     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-525.50      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased USD / Sold NOK | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-6627.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased HUF / Sold EUR | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | HU        |         1 | NC      | $38367.71     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $1238.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased USD / Sold ZAR | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | US        |         1 | NC      | $-605.47      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-4633.51     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $1790.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased COP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CO        |         1 | NC      | $1792.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $402.28       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $1042.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $1783.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased COP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CO        |         1 | NC      | $897.54       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased GBP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | GB        |         1 | NC      | $18560.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased CHF / Sold USD | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | CH        |         1 | NC      | $1694.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-1561.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $203.78       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $412.46       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased EUR / Sold SEK | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | XX        |         1 | NC      | $2225.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased USD / Sold MXN | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-261954.73   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold COP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $65.53        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased AUD / Sold JPY | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | AU        |         1 | NC      | $4590.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $2002.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $1345.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $4908.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold NZD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-73012.43    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $-91.92       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-7716.70     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased SEK / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | SE        |         1 | NC      | $-24.58       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-10291.21    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-4031.92     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased USD / Sold ZAR | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | US        |         1 | NC      | $-943.91      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-385.53      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $-586.79      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased HUF / Sold USD | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | HU        |         1 | NC      | $23.37        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bills      | CUSIP: 912797PF8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 175000000 | PA      | $174534050.25 | 8.46%             | 2025-07-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Scotland PLC                       | Purchased GBP / Sold EUR | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | GB        |         1 | NC      | $-23710.23    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold BRL | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-154819.64   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased INR / Sold USD | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | IN        |         1 | NC      | $-69.11       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $1984.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased COP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CO        |         1 | NC      | $911.64       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased GBP / Sold AUD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | GB        |         1 | NC      | $164.01       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-914.26      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased HUF / Sold EUR | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | HU        |         1 | NC      | $25459.83     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-910.61      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $1689.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold GBP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-84146.08    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased SEK / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | SE        |         1 | NC      | $63497.45     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-585.64      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $832.68       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $1430.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold AUD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-31228.52    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased MXN / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | MX        |         1 | NC      | $361177.00    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased INR / Sold USD | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | IN        |         1 | NC      | $3619.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-396.81      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased EUR / Sold SEK | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | XX        |         1 | NC      | $591.62       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased SGD / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | SG        |         1 | NC      | $16029.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased NZD / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | NZ        |         1 | NC      | $387770.41    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $1018.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased NOK / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | NO        |         1 | NC      | $142721.04    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased NZD / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | NZ        |         1 | NC      | $33545.01     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Scotland PLC                       | Purchased HUF / Sold USD | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | HU        |         1 | NC      | $229514.48    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $1298.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased EUR / Sold AUD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | XX        |         1 | NC      | $3006.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $422.20       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Scotland PLC                       | Purchased GBP / Sold EUR | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | GB        |         1 | NC      | $-65821.39    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Singapore Exchange Derivatives Clearing Ltd.     | Future                   | CUSIP: 000000000<br>LEI: 549300ZLWT3FK3F0FW61 | N/A              | DE               |  | SG        |      2931 | NC      | $-29681.20    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $-714.08      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $1166.43      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased GBP / Sold EUR | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | GB        |         1 | NC      | $-32189.68    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CNH / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CN        |         1 | NC      | $119004.76    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $424.84       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-6261.57     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $2716.89      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $456.87       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased JPY / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | JP        |         1 | NC      | $16.12        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased PLN / Sold EUR | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | PL        |         1 | NC      | $1302.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased NZD / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | NZ        |         1 | NC      | $128424.28    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased SEK / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | SE        |         1 | NC      | $232.79       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-297.66      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| London Metal Exchange                            | Future                   | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |      -418 | NC      | $-442784.97   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased COP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CO        |         1 | NC      | $1308.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $1698.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $1727.07      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-649.19      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-1279.96     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased SEK / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | SE        |         1 | NC      | $265.56       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $6226.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased KRW / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | KR        |         1 | NC      | $279.10       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased AUD / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | AU        |         1 | NC      | $11119.54     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Scotland PLC                       | Purchased EUR / Sold JPY | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | XX        |         1 | NC      | $1284057.09   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased EUR / Sold PLN | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | XX        |         1 | NC      | $-5643.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $521.08       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased COP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CO        |         1 | NC      | $-219.17      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-1252.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ICE Futures Europe - Financial Products Division | Future                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |      4498 | NC      | $-176367.48   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased GBP / Sold AUD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | GB        |         1 | NC      | $-7908.34     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-414.16      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $461.68       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $1706.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased JPY / Sold GBP | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | JP        |         1 | NC      | $-37834.85    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased EUR / Sold HUF | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | XX        |         1 | NC      | $-8290.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $18042.21     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased USD / Sold NOK | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-25698.76    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Scotland PLC                       | Purchased CHF / Sold USD | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | CH        |         1 | NC      | $2125858.21   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold JPY | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-303330.43   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-449.62      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $812.15       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Scotland PLC                       | Purchased USD / Sold ZAR | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | US        |         1 | NC      | $-33950.99    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $3873.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-9236.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $1723.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-88889.63    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased MXN / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | MX        |         1 | NC      | $205956.05    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $1075.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $12460.17     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $467.40       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE Futures U.S. Energy Division                 | Future                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |        56 | NC      | $-11350.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $1451.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | Purchased CAD / Sold USD | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | CA        |         1 | NC      | $20082.52     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $7723.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased EUR / Sold CAD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | XX        |         1 | NC      | $3679.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased THB / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | TH        |         1 | NC      | $3069.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-500.72      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $819.93       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $2190.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold BRL | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-2117.73     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $394.56       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $9125.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-3767.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased USD / Sold NOK | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-241422.09   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| ICE Futures Europe                               | Future                   | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DCO              |  | GB        |       -28 | NC      | $-48107.58    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-3125.68     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-3640.03     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Scotland PLC                       | Purchased CHF / Sold USD | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | CH        |         1 | NC      | $192365.27    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                      | Future                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |       119 | NC      | $1852691.46   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased KRW / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | KR        |         1 | NC      | $1960.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $1054.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $2190.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-6976.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $1384.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased EUR / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | XX        |         1 | NC      | $2540.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-293.46      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased JPY / Sold GBP | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | JP        |         1 | NC      | $-720584.86   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased TWD / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | TW        |         1 | NC      | $-372.30      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $638.73       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased PLN / Sold EUR | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | PL        |         1 | NC      | $-174.41      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased EUR / Sold GBP | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | XX        |         1 | NC      | $1793.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased EUR / Sold CHF | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | XX        |         1 | NC      | $-15937.88    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased GBP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | GB        |         1 | NC      | $113961.57    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold BRL | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-97024.72    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $3629.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased SEK / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | SE        |         1 | NC      | $-70.85       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased EUR / Sold GBP | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | XX        |         1 | NC      | $476.06       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased MXN / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | MX        |         1 | NC      | $278972.16    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased PEN / Sold USD | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | PE        |         1 | NC      | $10442.28     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-159.15      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased AUD / Sold JPY | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | AU        |         1 | NC      | $1420.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $46609.67     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold BRL | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-4173.22     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ICE Futures Europe                               | Future                   | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DCO              |  | GB        |        -1 | NC      | $-3413.44     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-303.91      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-6191.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased SEK / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | SE        |         1 | NC      | $237.77       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Scotland PLC                       | Purchased SEK / Sold EUR | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | SE        |         1 | NC      | $-6279.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-856.88      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased CHF / Sold USD | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | CH        |         1 | NC      | $190784.25    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased EUR / Sold GBP | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | XX        |         1 | NC      | $178559.22    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased COP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CO        |         1 | NC      | $17484.46     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-3595.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased SGD / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | SG        |         1 | NC      | $52281.51     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold BRL | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-2895.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold BRL | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-4226.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased EUR / Sold PLN | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | XX        |         1 | NC      | $-5508.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased USD / Sold HUF | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | US        |         1 | NC      | $-11651.87    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased MXN / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | MX        |         1 | NC      | $261954.73    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $2140.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CAD / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CA        |         1 | NC      | $-12.47       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased GBP / Sold AUD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | GB        |         1 | NC      | $-2800.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased HUF / Sold EUR | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | HU        |         1 | NC      | $103354.63    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased GBP / Sold EUR | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | GB        |         1 | NC      | $-63078.38    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $897.20       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased THB / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | TH        |         1 | NC      | $428.55       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased NOK / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | NO        |         1 | NC      | $6627.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE Futures Canada, Inc.                         | Future                   | CUSIP: 000000000<br>LEI: 549300QVU6WVGZWEYS03 | N/A              | DCO              |  | CA        |       690 | NC      | $85355.95     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $799.72       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $849.04       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-2302.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased JPY / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | JP        |         1 | NC      | $8.79         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased PLN / Sold EUR | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | PL        |         1 | NC      | $14272.85     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                           | Future                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |      -765 | NC      | $-44571.84    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $1273.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased JPY / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | JP        |         1 | NC      | $197760.23    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bills      | CUSIP: 912797QQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 125000000 | PA      | $123060898.75 | 5.96%             | 2025-11-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $1772.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $2658.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $2517.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $-12.72       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $-72.27       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased USD / Sold TWD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-9980.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-18151.40    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased AUD / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | AU        |         1 | NC      | $57220.76     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased EUR / Sold AUD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | XX        |         1 | NC      | $120574.31    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $784.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased JPY / Sold AUD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | JP        |         1 | NC      | $-4174.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased SGD / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | SG        |         1 | NC      | $11659.06     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $204.49       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $2774.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased COP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CO        |         1 | NC      | $-168.29      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased SEK / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | SE        |         1 | NC      | $163657.28    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased PLN / Sold EUR | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | PL        |         1 | NC      | $15825.34     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-11088.61    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold AUD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-52995.07    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased JPY / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | JP        |         1 | NC      | $10.84        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $979.74       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased INR / Sold USD | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | IN        |         1 | NC      | $6111.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $6312.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-501.93      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased PLN / Sold EUR | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | PL        |         1 | NC      | $315996.71    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CNH | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $6249.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $1793.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased COP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CO        |         1 | NC      | $1887.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased USD / Sold SGD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-49914.58    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased AUD / Sold JPY | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | AU        |         1 | NC      | $188.77       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $442.96       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $205.50       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $1413.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased AUD / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | AU        |         1 | NC      | $105046.42    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $2848.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold NZD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-33545.01    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-486.52      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased TWD / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | TW        |         1 | NC      | $-14356.72    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $527.46       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-273.32      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-495.75      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-5453.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-604.16      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased EUR / Sold PLN | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | XX        |         1 | NC      | $-1302.19     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold BRL | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-3839.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $1025.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                | Future                   | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               |  | DE        |        90 | NC      | $1129638.77   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased KRW / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | KR        |         1 | NC      | $1401.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-7468.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased SGD / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | SG        |         1 | NC      | $17458.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold PHP | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-5327.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Scotland PLC                       | Purchased CHF / Sold USD | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | CH        |         1 | NC      | $812198.71    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold NZD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-34987.78    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased SEK / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | SE        |         1 | NC      | $239.26       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased EUR / Sold PLN | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | XX        |         1 | NC      | $-12662.36    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $3738.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-863.88      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-518.75      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $590.34       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $468.23       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | Purchased USD / Sold MYR | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-79804.77    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased CHF / Sold USD | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | CH        |         1 | NC      | $5711.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $4048.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $2794.07      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased COP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CO        |         1 | NC      | $-421.90      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased COP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CO        |         1 | NC      | $20419.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased INR / Sold USD | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | IN        |         1 | NC      | $2661.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased USD / Sold NOK | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-10180.06    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-779.81      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold AUD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-327311.47   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased GBP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | GB        |         1 | NC      | $1221351.78   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                           | Future                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      -143 | NC      | $-113563.03   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Citibank NA                                      | Purchased TWD / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | TW        |         1 | NC      | $-1080.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold JPY | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $0.64         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $2650.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased USD / Sold NOK | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-867747.68   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased INR / Sold USD | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | IN        |         1 | NC      | $5682.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-568.39      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $828.61       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased USD / Sold ZAR | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | US        |         1 | NC      | $-27768.34    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold BRL | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-2628.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-6465.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased EUR / Sold HUF | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | XX        |         1 | NC      | $-94739.28    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-7809.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $6913.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $-172.36      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $1196.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased PEN / Sold USD | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | PE        |         1 | NC      | $7284.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold BRL | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-1697.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold PHP | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-1044.97     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $1514.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Scotland PLC                       | Purchased PEN / Sold USD | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | PE        |         1 | NC      | $4570.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-160.80      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased KRW / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | KR        |         1 | NC      | $442.36       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased INR / Sold USD | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | IN        |         1 | NC      | $4377.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased EUR / Sold GBP | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | XX        |         1 | NC      | $6407.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $394.69       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $1185.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $2718.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased COP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CO        |         1 | NC      | $-132.29      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $1094.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-330.65      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased KRW / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | KR        |         1 | NC      | $2487.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased USD / Sold NOK | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-350564.43   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $434.70       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $490.03       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased USD / Sold NOK | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $393.92       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased USD / Sold MXN | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-357996.02   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased KRW / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | KR        |         1 | NC      | $290.04       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $825.41       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased PLN / Sold EUR | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | PL        |         1 | NC      | $-222.13      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $275.21       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $2307.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased COP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CO        |         1 | NC      | $-404.77      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased KRW / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | KR        |         1 | NC      | $720.80       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $3565.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased USD / Sold NOK | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-20072.88    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased USD / Sold NOK | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-15670.39    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $84000.28     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased THB / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | TH        |         1 | NC      | $428.40       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased GBP / Sold AUD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | GB        |         1 | NC      | $-267.08      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-821.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Scotland PLC                       | Purchased CHF / Sold USD | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | CH        |         1 | NC      | $3718678.54   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased EUR / Sold SEK | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | XX        |         1 | NC      | $240.20       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $445.51       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Scotland PLC                       | Purchased CHF / Sold USD | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | CH        |         1 | NC      | $2201248.96   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Scotland PLC                       | Purchased USD / Sold CHF | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | US        |         1 | NC      | $-252832.39   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased COP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CO        |         1 | NC      | $28519.06     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-407.46      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $1388.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-279.97      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased COP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CO        |         1 | NC      | $-345.16      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $8626.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-3512.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased EUR / Sold JPY | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | XX        |         1 | NC      | $31905.21     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased CHF / Sold USD | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | CH        |         1 | NC      | $174464.36    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased INR / Sold USD | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | IN        |         1 | NC      | $608.96       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased JPY / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | JP        |         1 | NC      | $-25715.65    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased EUR / Sold PLN | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | XX        |         1 | NC      | $-16396.34    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased USD / Sold SGD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-26096.16    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased USD / Sold SEK | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-23483.85    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-7053.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased USD / Sold CHF | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | US        |         1 | NC      | $-91025.95    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased PLN / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | PL        |         1 | NC      | $270264.30    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased KRW / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | KR        |         1 | NC      | $7259.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased USD / Sold SEK | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-63497.45    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased JPY / Sold AUD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | JP        |         1 | NC      | $-15578.51    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-404.72      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-2070.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $-289.11      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold GBP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-83602.91    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold PLN | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-113305.30   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased COP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CO        |         1 | NC      | $-132.44      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold AUD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-23.84       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased SGD / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | SG        |         1 | NC      | $706.72       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased KRW / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | KR        |         1 | NC      | $1543.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-639.92      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-7196.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $418.65       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-1312.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $1110.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased GBP / Sold JPY | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | GB        |         1 | NC      | $6833.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE Futures U.S. Energy Division                 | Future                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |       196 | NC      | $-87455.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Citibank NA                                      | Purchased MXN / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | MX        |         1 | NC      | $548730.77    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-3909.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Scotland PLC                       | Purchased CHF / Sold USD | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | CH        |         1 | NC      | $628775.78    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased NOK / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | NO        |         1 | NC      | $716023.46    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased HUF / Sold USD | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | HU        |         1 | NC      | $25732.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased TWD / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | TW        |         1 | NC      | $-726.21      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-7317.99     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $1584.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $861.90       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold NZD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-27500.22    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $456.91       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $1745.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased PLN / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | PL        |         1 | NC      | $57585.41     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $396.51       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $11428.33     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold JPY | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-60.17       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-3558.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-3731.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold BRL | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-10212.19    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $840.27       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $1157.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased KRW / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | KR        |         1 | NC      | $453.26       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased CHF / Sold USD | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | CH        |         1 | NC      | $37455.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-152.40      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $1038.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $2071.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-3708.92     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold PHP | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-17011.20    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased PLN / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | PL        |         1 | NC      | $277565.94    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold COP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $71.12        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-3636.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased EUR / Sold JPY | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | XX        |         1 | NC      | $107687.04    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased USD / Sold NOK | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-7990.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $464.45       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased ILS / Sold USD | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | IL        |         1 | NC      | $145752.41    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold BRL | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-3875.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased JPY / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | JP        |         1 | NC      | $22473.85     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $1061.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-3684.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-8720.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-2168.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CNH | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-119004.76   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold PHP | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-755.40      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased CHF / Sold USD | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | CH        |         1 | NC      | $5962.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased NOK / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | NO        |         1 | NC      | $213210.59    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Scotland PLC                       | Purchased ZAR / Sold USD | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | ZA        |         1 | NC      | $120198.69    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased SEK / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | SE        |         1 | NC      | $851.91       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $1440.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $81274.24     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased PLN / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | PL        |         1 | NC      | $472075.08    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased EUR / Sold PLN | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | XX        |         1 | NC      | $-23020.72    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased USD / Sold SGD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-78428.63    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $805.26       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $243.17       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-3393.29     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased USD / Sold MXN | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-91016.85    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $668.74       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| New York Mercantile Exchange                     | Future                   | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |       323 | NC      | $-1452442.73  | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| Citibank NA                                      | Purchased THB / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | TH        |         1 | NC      | $681.07       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| London Metal Exchange                            | Future                   | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |       353 | NC      | $214746.56    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank NA                                      | Purchased SEK / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | SE        |         1 | NC      | $676.13       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased AUD / Sold JPY | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | AU        |         1 | NC      | $42223.47     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-1535.73     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased INR / Sold USD | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | IN        |         1 | NC      | $554.95       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased TWD / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | TW        |         1 | NC      | $-389.55      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $1156.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold AUD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-625602.38   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-7318.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased MXN / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | MX        |         1 | NC      | $20666.69     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $851.65       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-3771.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Scotland PLC                       | Purchased USD / Sold CHF | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | US        |         1 | NC      | $-159936.84   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $1453.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold JPY | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $95829.68     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-6109.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $230.55       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold PHP | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-695.94      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased USD / Sold NOK | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-133425.37   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased SEK / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | SE        |         1 | NC      | $212.54       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-3573.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased JPY / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | JP        |         1 | NC      | $118544.59    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $8224.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $587.89       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $519.47       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased USD / Sold NOK | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-213210.59   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased AUD / Sold JPY | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | AU        |         1 | NC      | $9678.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-251.63      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased TWD / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | TW        |         1 | NC      | $-417.70      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $6112.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased NZD / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | NZ        |         1 | NC      | $66555.53     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $638.01       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $4524.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold AUD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-22603.78    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $952.17       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $-317.38      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold BRL | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-3994.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased GBP / Sold AUD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | GB        |         1 | NC      | $1852.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE Futures U.S. Energy Division                 | Future                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |        56 | NC      | $-92130.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $1308.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $2372.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased GBP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | GB        |         1 | NC      | $157769.18    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-7397.07     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CNH / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CN        |         1 | NC      | $-60863.30    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold COP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $316.27       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $205.47       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased INR / Sold USD | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | IN        |         1 | NC      | $9318.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased COP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CO        |         1 | NC      | $1847.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold PHP | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-1028.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased NZD / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | NZ        |         1 | NC      | $6678.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased SEK / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | SE        |         1 | NC      | $5.36         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold PHP | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-744.76      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-4572.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-4966.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $11367.09     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $631.54       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased EUR / Sold PLN | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | XX        |         1 | NC      | $-2227.73     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-255.64      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased COP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CO        |         1 | NC      | $1845.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-3077.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased SEK / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | SE        |         1 | NC      | $11.17        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $1015.89      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased COP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CO        |         1 | NC      | $11587.02     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold BRL | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-7464.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $576.49       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased INR / Sold USD | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | IN        |         1 | NC      | $12.23        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased TWD / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | TW        |         1 | NC      | $-323.40      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased EUR / Sold SEK | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | XX        |         1 | NC      | $693.09       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $1037.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $206.45       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-7437.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold JPY | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $32.84        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-457.18      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased COP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CO        |         1 | NC      | $903.91       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased JPY / Sold GBP | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | JP        |         1 | NC      | $-6833.22     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-7888.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $1236.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $1712.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $1160.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold GBP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-8804.46     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $786.05       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $460.06       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold JPY | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-3760.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased NOK / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | NO        |         1 | NC      | $261198.67    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased CHF / Sold USD | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | CH        |         1 | NC      | $263850.63    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased GBP / Sold EUR | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | GB        |         1 | NC      | $-25619.66    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold AUD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-47915.04    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-3852.39     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $7398.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased COP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CO        |         1 | NC      | $630.58       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-5404.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $-163.66      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased COP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CO        |         1 | NC      | $3858.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-184.71      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased GBP / Sold AUD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | GB        |         1 | NC      | $3570.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $502.21       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased COP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CO        |         1 | NC      | $-187.47      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased MXN / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | MX        |         1 | NC      | $267213.09    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased EUR / Sold CAD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | XX        |         1 | NC      | $14856.75     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold PLN | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-47.04       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased USD / Sold ZAR | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | US        |         1 | NC      | $-1892.96     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased JPY / Sold GBP | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | JP        |         1 | NC      | $-3.73        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $1235.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased THB / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | TH        |         1 | NC      | $481.72       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased SEK / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | SE        |         1 | NC      | $20.10        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Scotland PLC                       | Purchased CHF / Sold USD | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | CH        |         1 | NC      | $19133.23     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-1257.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased SEK / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | SE        |         1 | NC      | $8.37         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-1601.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $514.18       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold JPY | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-113861.26   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-5252.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $623.25       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $498.21       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $3454.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased INR / Sold USD | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | IN        |         1 | NC      | $4525.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $1937.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CAD / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CA        |         1 | NC      | $82348.14     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-1161.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-6789.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-4590.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased NOK / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | NO        |         1 | NC      | $33881.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased EUR / Sold HUF | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | XX        |         1 | NC      | $-150902.86   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                      | Future                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DCO              |  | US        |       256 | NC      | $-157541.12   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                                   | Purchased INR / Sold USD | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | IN        |         1 | NC      | $9209.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $839.32       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased AUD / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | AU        |         1 | NC      | $65346.63     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $1472.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $11072.37     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                           | Future                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |      -177 | NC      | $176266.34    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Osaka Exchange                                   | Future                   | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DIR              |  | JP        |      -112 | NC      | $-86510.41    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $-123.60      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased EUR / Sold CAD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | XX        |         1 | NC      | $4337.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| London Metal Exchange                            | Future                   | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |       -45 | NC      | $-33053.85    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $1738.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased THB / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | TH        |         1 | NC      | $1038.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-3406.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $682.26       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased COP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CO        |         1 | NC      | $1267.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold PHP | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-1441.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ICE Futures U.S. Energy Division                 | Future                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |        56 | NC      | $29250.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $-589.79      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased GBP / Sold JPY | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | GB        |         1 | NC      | $21151.99     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $151.96       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased USD / Sold HUF | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | US        |         1 | NC      | $-235.07      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $-287.90      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $691.86       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased COP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CO        |         1 | NC      | $3923.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold BRL | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-3630.68     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-309.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased COP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CO        |         1 | NC      | $642.66       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Scotland PLC                       | Purchased CHF / Sold USD | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | CH        |         1 | NC      | $84222.62     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-3481.59     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased KRW / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | KR        |         1 | NC      | $2449.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold GBP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-400884.51   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-624.02      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased INR / Sold USD | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | IN        |         1 | NC      | $6700.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-332.67      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $3373.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased GBP / Sold AUD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | GB        |         1 | NC      | $-97122.10    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased COP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CO        |         1 | NC      | $1294.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased NZD / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | NZ        |         1 | NC      | $5050.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased AUD / Sold JPY | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | AU        |         1 | NC      | $457.11       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased USD / Sold ILS | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | US        |         1 | NC      | $-16193.18    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold BRL | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-2504.33     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $2246.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold KRW | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-24886.70    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased SEK / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | SE        |         1 | NC      | $-33511.15    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased KRW / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | KR        |         1 | NC      | $705.81       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $1768.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $7445.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased SEK / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | SE        |         1 | NC      | $180.78       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| New York Mercantile Exchange                     | Future                   | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |       410 | NC      | $1140424.84   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased COP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CO        |         1 | NC      | $908.23       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Scotland PLC                       | Purchased USD / Sold CHF | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | US        |         1 | NC      | $-242744.01   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased USD / Sold ILS | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | US        |         1 | NC      | $-145752.41   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $2749.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-3441.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-3449.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased GBP / Sold JPY | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | GB        |         1 | NC      | $54619.27     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $219.12       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $7530.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased USD / Sold ZAR | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | US        |         1 | NC      | $-570.25      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased COP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CO        |         1 | NC      | $3917.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $-201.18      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $436.02       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-6826.29     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased GBP / Sold JPY | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | GB        |         1 | NC      | $720584.86    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $452.96       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $109.43       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $474.32       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| London Metal Exchange                            | Future                   | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |      1610 | NC      | $3397345.78   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank NA                                      | Purchased SEK / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | SE        |         1 | NC      | $-199.22      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased JPY / Sold GBP | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | JP        |         1 | NC      | $-192042.13   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $1024.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $53712.76     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased COP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CO        |         1 | NC      | $5961.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased USD / Sold MXN | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-335397.06   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $2989.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased MXN / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | MX        |         1 | NC      | $116459.30    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased PLN / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | PL        |         1 | NC      | $15.61        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $228.89       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $288.44       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased KRW / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | KR        |         1 | NC      | $712.96       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $455.23       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Scotland PLC                       | Purchased GBP / Sold EUR | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | GB        |         1 | NC      | $-333431.01   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased USD / Sold TWD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-1080.39     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $335.51       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $865.90       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased SGD / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | SG        |         1 | NC      | $16883.17     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Euronext NV                                      | Future                   | CUSIP: 000000000<br>LEI: 724500QJ4QSZ3H9QU415 | N/A              | DCO              |  | FR        |      -992 | NC      | $1098274.84   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank NA                                      | Purchased TWD / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | TW        |         1 | NC      | $-560.93      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased USD / Sold NOK | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-97571.60    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-5456.23     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased PLN / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | PL        |         1 | NC      | $53991.19     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-631.08      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased USD / Sold NOK | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-50385.08    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $1796.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Scotland PLC                       | Purchased EUR / Sold HUF | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | XX        |         1 | NC      | $-24084.84    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-425.91      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-956.38      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Scotland PLC                       | Purchased CHF / Sold USD | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | CH        |         1 | NC      | $38370.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $897.34       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $7357.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased EUR / Sold SEK | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | XX        |         1 | NC      | $203.71       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-13091.98    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased USD / Sold THB | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-50032.50    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $707.95       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased COP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CO        |         1 | NC      | $13460.99     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CNH | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-33060.95    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $5292.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $218.85       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased GBP / Sold EUR | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | GB        |         1 | NC      | $-1793.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased SEK / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | SE        |         1 | NC      | $231.01       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-112810.93   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold JPY | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-122.92      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $900.37       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-1065.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-27706.40    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $55.01        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $-310.44      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ICE Futures U.S., Inc.                           | Future                   | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DFE              |  | US        |      -474 | NC      | $905625.26    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $276.85       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased THB / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | TH        |         1 | NC      | $359855.23    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold JPY | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $7.62         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased NZD / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | NZ        |         1 | NC      | $84738.59     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased NZD / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | NZ        |         1 | NC      | $15019.83     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold BRL | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-3059.37     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $429.36       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased THB / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | TH        |         1 | NC      | $693.55       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased KRW / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | KR        |         1 | NC      | $2379.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased PLN / Sold EUR | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | PL        |         1 | NC      | $9530.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold PHP | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-725.74      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-6848.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased GBP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | GB        |         1 | NC      | $-1.20        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased MXN / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | MX        |         1 | NC      | $6485.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold NZD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-7161.23     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $2093.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased COP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CO        |         1 | NC      | $1283.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $1877.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $2035.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $8190.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased AUD / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | AU        |         1 | NC      | $327311.47    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $1936.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased GBP / Sold JPY | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | GB        |         1 | NC      | $372852.40    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased EUR / Sold PLN | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | XX        |         1 | NC      | $-8890.54     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $-151.48      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Scotland PLC                       | Purchased CHF / Sold USD | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | CH        |         1 | NC      | $4774162.92   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased GBP / Sold JPY | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | GB        |         1 | NC      | $25965.44     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-7115.59     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-5335.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $765.67       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $1424.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold PHP | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-1028.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $1695.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased EUR / Sold SEK | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | XX        |         1 | NC      | $554.63       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased NOK / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | NO        |         1 | NC      | $115040.98    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-396.74      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased COP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CO        |         1 | NC      | $2718.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased USD / Sold SGD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-16029.65    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $515.04       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased EUR / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | XX        |         1 | NC      | $236087.48    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Scotland PLC                       | Purchased CHF / Sold USD | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | CH        |         1 | NC      | $159936.84    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $6231.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $829.30       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $46492.93     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-512.68      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased SGD / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | SG        |         1 | NC      | $285.96       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold BRL | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-4774.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-269.13      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold JPY | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-48334.20    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-7354.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $2349.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold PHP | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-6321.57     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ICE Futures U.S. Energy Division                 | Future                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |       156 | NC      | $-77035.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CAD / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CA        |         1 | NC      | $1707.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased KRW / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | KR        |         1 | NC      | $1214.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $-127.77      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-275.73      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased ZAR / Sold USD | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | ZA        |         1 | NC      | $35398.53     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased THB / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | TH        |         1 | NC      | $438.78       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased JPY / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | JP        |         1 | NC      | $-1.99        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-1393.99     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $215.53       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $415.52       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold GBP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-56.03       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-3398.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Scotland PLC                       | Purchased SEK / Sold EUR | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | SE        |         1 | NC      | $-12098.43    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $-347.03      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Scotland PLC                       | Purchased ZAR / Sold USD | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | ZA        |         1 | NC      | $612481.29    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-204.44      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ICE Futures U.S. Energy Division                 | Future                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |       156 | NC      | $181145.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $1352.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased PLN / Sold EUR | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | PL        |         1 | NC      | $3134.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $7901.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-1482.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $121.51       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Scotland PLC                       | Purchased HUF / Sold EUR | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | HU        |         1 | NC      | $13747.45     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $10078.76     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased COP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CO        |         1 | NC      | $910.84       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased KRW / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | KR        |         1 | NC      | $1577.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased GBP / Sold JPY | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | GB        |         1 | NC      | $-19204.13    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased EUR / Sold PLN | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | XX        |         1 | NC      | $-5626.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold NZD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-18535.23    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased NZD / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | NZ        |         1 | NC      | $657.96       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased JPY / Sold GBP | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | JP        |         1 | NC      | $-13266.05    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CNH | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-5720.51     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Scotland PLC                       | Purchased GBP / Sold EUR | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | GB        |         1 | NC      | $-58229.18    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased PLN / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | PL        |         1 | NC      | $1.95         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-333.82      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CNH / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CN        |         1 | NC      | $11747.35     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased SGD / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | SG        |         1 | NC      | $1322.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $2526.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $204.17       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-3975.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold BRL | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-4191.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-666.95      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased HUF / Sold USD | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | HU        |         1 | NC      | $23759.39     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-760.90      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Scotland PLC                       | Purchased GBP / Sold EUR | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | GB        |         1 | NC      | $-32210.76    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased NOK / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | NO        |         1 | NC      | $29340.05     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $1392.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold KRW | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-16609.47    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $1687.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $6384.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $3747.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-163.05      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-411.08      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-7945.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $467.58       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased PLN / Sold EUR | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | PL        |         1 | NC      | $8890.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $283.04       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased EUR / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | XX        |         1 | NC      | $297579.68    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $1456.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-334.39      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased USD / Sold ZAR | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | US        |         1 | NC      | $-946.25      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased COP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CO        |         1 | NC      | $1194.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $994.64       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold NZD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-2547.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $410.93       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased PLN / Sold EUR | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | PL        |         1 | NC      | $18306.53     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased KRW / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | KR        |         1 | NC      | $601.11       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $1010.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased HUF / Sold EUR | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | HU        |         1 | NC      | $2366.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-498.21      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased EUR / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | XX        |         1 | NC      | $592517.42    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased EUR / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | XX        |         1 | NC      | $3233.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased TWD / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | TW        |         1 | NC      | $23.84        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-929.96      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold GBP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-593001.63   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased GBP / Sold JPY | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | GB        |         1 | NC      | $41317.27     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $415.89       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $793.65       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $3238.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-3961.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bills      | CUSIP: 912797MS3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 100000000 | PA      | $98905635.00  | 4.79%             | 2025-10-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-1591.81     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased PLN / Sold EUR | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | PL        |         1 | NC      | $-290.93      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $3857.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased COP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CO        |         1 | NC      | $3969.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-169.68      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CNH / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CN        |         1 | NC      | $33060.95     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-536.77      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased EUR / Sold AUD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | XX        |         1 | NC      | $-354.75      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CAD / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CA        |         1 | NC      | $35.22        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased GBP / Sold JPY | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | GB        |         1 | NC      | $38478.34     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased EUR / Sold JPY | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | XX        |         1 | NC      | $42414.55     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $217.11       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-3478.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $1759.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased PLN / Sold EUR | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | PL        |         1 | NC      | $2498.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased PLN / Sold EUR | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | PL        |         1 | NC      | $1899.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased COP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CO        |         1 | NC      | $1126.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $395.91       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-3141.51     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $1564.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $455.39       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased CHF / Sold USD | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | CH        |         1 | NC      | $6248.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $209.71       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $2779.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased THB / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | TH        |         1 | NC      | $668.79       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased USD / Sold ZAR | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | US        |         1 | NC      | $-1391.29     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased USD / Sold THB | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-19766.34    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased COP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CO        |         1 | NC      | $621.96       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased SEK / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | SE        |         1 | NC      | $496307.20    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-3376.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased PLN / Sold EUR | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | PL        |         1 | NC      | $-429.28      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased KRW / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | KR        |         1 | NC      | $330.50       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased EUR / Sold JPY | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | XX        |         1 | NC      | $17417.49     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased TWD / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | TW        |         1 | NC      | $205.04       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased GBP / Sold AUD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | GB        |         1 | NC      | $2291.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-8106.39     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-352.48      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased INR / Sold USD | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | IN        |         1 | NC      | $4290.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-308.96      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $3257.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $906.23       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased INR / Sold USD | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | IN        |         1 | NC      | $480.28       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $143.93       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-6831.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased USD / Sold SGD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-7254.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased EUR / Sold CHF | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | XX        |         1 | NC      | $-89591.29    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $945.33       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-1086.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold NZD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-39079.28    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased USD / Sold NOK | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-793646.51   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased MXN / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | MX        |         1 | NC      | $326818.97    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $1392.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased PLN / Sold EUR | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | PL        |         1 | NC      | $2459.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased PLN / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | PL        |         1 | NC      | $10.08        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Scotland PLC                       | Purchased CHF / Sold USD | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | CH        |         1 | NC      | $369481.71    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased COP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CO        |         1 | NC      | $12298.96     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $5950.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $640.41       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $2590.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-14753.11    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Scotland PLC                       | Purchased CHF / Sold USD | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | CH        |         1 | NC      | $4021379.77   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $405.51       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-9621.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased EUR / Sold GBP | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | XX        |         1 | NC      | $1312.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-3740.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-376.94      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-3125.23     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold BRL | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-4266.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased ILS / Sold USD | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | IL        |         1 | NC      | $17739.34     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased USD / Sold NOK | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-22063.55    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased USD / Sold MXN | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-471850.49   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $573.33       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-2366.51     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $-86.72       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $575.74       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold BRL | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-3641.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold GBP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-3.82        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Scotland PLC                       | Purchased USD / Sold CHF | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | US        |         1 | NC      | $-189672.01   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased SGD / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | SG        |         1 | NC      | $3752.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased SGD / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | SG        |         1 | NC      | $1722352.62   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-7263.34     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-6452.29     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased NOK / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | NO        |         1 | NC      | $-18976.21    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-3295.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased COP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CO        |         1 | NC      | $901.18       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-440.04      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased HUF / Sold USD | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | HU        |         1 | NC      | $379.11       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased MXN / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | MX        |         1 | NC      | $87155.64     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased THB / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | TH        |         1 | NC      | $-433.95      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased ILS / Sold USD | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | IL        |         1 | NC      | $316930.53    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bills      | CUSIP: 912797MH7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 125000000 | PA      | $124039106.25 | 6.01%             | 2025-09-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $2624.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                | Future                   | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |       453 | NC      | $-460814.64   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased EUR / Sold AUD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | XX        |         1 | NC      | $-254.05      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased TWD / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | TW        |         1 | NC      | $-796.81      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CAD / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CA        |         1 | NC      | $188479.79    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $339.83       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased USD / Sold NOK | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-293249.38   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased USD / Sold NOK | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-49497.27    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $583.85       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased THB / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | TH        |         1 | NC      | $-1119.26     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased INR / Sold USD | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | IN        |         1 | NC      | $67.93        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-7966.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold JPY | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-401330.76   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| The Montreal Exchange / Bourse De Montreal       | Future                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CA        |       126 | NC      | $43122.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $410.93       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $-87.30       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased SEK / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | SE        |         1 | NC      | $208.94       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased EUR / Sold JPY | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | XX        |         1 | NC      | $43584.39     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased USD / Sold CHF | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | US        |         1 | NC      | $-51690.66    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-2776.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Scotland PLC                       | Purchased PEN / Sold USD | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | PE        |         1 | NC      | $15859.12     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased MXN / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | MX        |         1 | NC      | $471850.49    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $1714.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $-117.34      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $1729.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $431.49       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $444.03       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $2196.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased HUF / Sold EUR | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | HU        |         1 | NC      | $118686.97    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased TWD / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | TW        |         1 | NC      | $-203.89      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-1022.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-453.65      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-3385.24     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $1050.89      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased JPY / Sold GBP | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | JP        |         1 | NC      | $-54619.27    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased KRW / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | KR        |         1 | NC      | $60243.07     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $1019.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-3678.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $1419.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $696.38       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| The Montreal Exchange / Bourse De Montreal       | Future                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | CA        |       482 | NC      | $1012295.77   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold COP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $120.07       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE Futures U.S., Inc.                           | Future                   | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              |  | US        |      -308 | NC      | $-108901.08   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold PHP | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-730.99      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased USD / Sold NOK | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-29340.05    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased INR / Sold USD | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | IN        |         1 | NC      | $798.41       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $57.31        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased MXN / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | MX        |         1 | NC      | $138752.97    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased COP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CO        |         1 | NC      | $2621.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased JPY / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | JP        |         1 | NC      | $-1.74        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased GBP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | GB        |         1 | NC      | $3.10         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-10412.27    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased INR / Sold USD | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | IN        |         1 | NC      | $0.11         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-64155.85    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased INR / Sold USD | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | IN        |         1 | NC      | $7663.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold BRL | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-3431.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $2653.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $227.10       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased USD / Sold TWD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $28.70        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased SEK / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | SE        |         1 | NC      | $-24.67       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-711.31      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $471.97       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased NOK / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | NO        |         1 | NC      | $350564.43    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold PHP | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-1753.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $1115.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased PEN / Sold USD | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | PE        |         1 | NC      | $7079.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased SGD / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | SG        |         1 | NC      | $29274.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased COP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CO        |         1 | NC      | $884.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $636.36       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased SEK / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | SE        |         1 | NC      | $332.71       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased EUR / Sold GBP | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | XX        |         1 | NC      | $234387.03    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased TWD / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | TW        |         1 | NC      | $-3478.81     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Scotland PLC                       | Purchased PEN / Sold USD | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | PE        |         1 | NC      | $22779.83     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Scotland PLC                       | Purchased USD / Sold CHF | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | US        |         1 | NC      | $-88462.06    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Scotland PLC                       | Purchased PEN / Sold USD | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | PE        |         1 | NC      | $285222.21    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased INR / Sold USD | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | IN        |         1 | NC      | $8059.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $-308.79      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-7410.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Scotland PLC                       | Purchased ZAR / Sold USD | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | ZA        |         1 | NC      | $130744.00    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $2286.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $1343.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold BRL | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-4267.11     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $871.37       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased KRW / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | KR        |         1 | NC      | $897.35       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Scotland PLC                       | Purchased USD / Sold CHF | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | US        |         1 | NC      | $-29631.97    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased NOK / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | NO        |         1 | NC      | $-12934.64    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased AUD / Sold JPY | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | AU        |         1 | NC      | $19141.91     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased PLN / Sold EUR | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | PL        |         1 | NC      | $16396.34     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $1754.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $466.67       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-3388.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased NOK / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | NO        |         1 | NC      | $85480.93     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased TWD / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | TW        |         1 | NC      | $-774.26      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Scotland PLC                       | Purchased CHF / Sold USD | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | CH        |         1 | NC      | $65127.82     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $314.45       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased SGD / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | SG        |         1 | NC      | $299.47       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased TWD / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | TW        |         1 | NC      | $-1687.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $1501.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-5310.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased USD / Sold ZAR | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | US        |         1 | NC      | $-338923.02   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $1570.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $2591.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $662.75       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-7108.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $2290.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $1836.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased JPY / Sold GBP | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | JP        |         1 | NC      | $-7017.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold BRL | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-5034.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $4588.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased USD / Sold SGD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-16883.17    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $1246.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased USD / Sold MXN | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-375639.66   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                           | Future                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |      -956 | NC      | $492001.01    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-5308.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-9585.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $1008.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-599.14      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased NOK / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | NO        |         1 | NC      | $15670.39     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased USD / Sold ZAR | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | US        |         1 | NC      | $-2278.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $77768.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-588.05      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $929.69       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased AUD / Sold JPY | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | AU        |         1 | NC      | $493.57       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $2671.89      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $203.48       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $1678.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-74938.06    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Scotland PLC                       | Purchased HUF / Sold USD | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | HU        |         1 | NC      | $201172.90    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-326.02      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased THB / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | TH        |         1 | NC      | $340.07       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-451.13      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased INR / Sold USD | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | IN        |         1 | NC      | $4538.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $833.85       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-7565.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $415.50       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-8014.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased GBP / Sold AUD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | GB        |         1 | NC      | $5175.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased COP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CO        |         1 | NC      | $-89.10       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CNH | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-17630.57    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased ILS / Sold USD | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | IL        |         1 | NC      | $233644.68    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $3397.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased NZD / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | NZ        |         1 | NC      | $11358.14     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-233.44      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $2521.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased EUR / Sold CHF | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | XX        |         1 | NC      | $-33774.04    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-606.33      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased GBP / Sold AUD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | GB        |         1 | NC      | $-650.26      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold AUD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-137525.46   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-3943.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $824.29       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $67032.86     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased AUD / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | AU        |         1 | NC      | $36881.62     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased JPY / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | JP        |         1 | NC      | $-11.32       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold PLN | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-6226.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold AUD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-16107.99    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased COP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CO        |         1 | NC      | $8492.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-7426.03     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased NOK / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | NO        |         1 | NC      | $28769.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased USD / Sold NOK | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-195377.12   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $2737.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-216.99      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased THB / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | TH        |         1 | NC      | $166.49       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-9163.11     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $2026.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $1707.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-7490.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $560.01       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $902.81       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $722.87       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $787.94       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $928.99       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-610.65      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $4405.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold PHP | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-1023.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased AUD / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | AU        |         1 | NC      | $31228.52     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Scotland PLC                       | Purchased GBP / Sold EUR | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | GB        |         1 | NC      | $-178559.22   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased PLN / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | PL        |         1 | NC      | $1081.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased USD / Sold NOK | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $18976.21     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold AUD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-11119.54    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-272.97      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased SEK / Sold EUR | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | SE        |         1 | NC      | $-519.44      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-3772.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased EUR / Sold JPY | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | XX        |         1 | NC      | $58199.62     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-3768.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $2451.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Scotland PLC                       | Purchased USD / Sold CHF | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | US        |         1 | NC      | $-11703.85    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Scotland PLC                       | Purchased USD / Sold CHF | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | US        |         1 | NC      | $-263850.63   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased USD / Sold SGD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-3752.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-712.25      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-717.03      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-153.24      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-321.52      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-3759.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold PHP | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-1675.57     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $843.88       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold NZD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-387770.41   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Scotland PLC                       | Purchased USD / Sold CHF | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | US        |         1 | NC      | $-1083392.58  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased PLN / Sold EUR | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | PL        |         1 | NC      | $-131.07      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Osaka Exchange                                   | Future                   | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DE               |  | JP        |       335 | NC      | $1652809.78   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-271.54      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                           | Future                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      -304 | NC      | $-948861.26   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| Singapore Exchange Derivatives Clearing Ltd.     | Future                   | CUSIP: 000000000<br>LEI: 549300ZLWT3FK3F0FW61 | N/A              | DE               |  | SG        |       486 | NC      | $440404.48    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased AUD / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | AU        |         1 | NC      | $22603.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-340.80      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $1354.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-376.44      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $803.79       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased AUD / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | AU        |         1 | NC      | $16519.56     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-10365.38    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased EUR / Sold PLN | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | XX        |         1 | NC      | $-2460.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-3639.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $589.34       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CHF / Sold EUR | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CH        |         1 | NC      | $66457.55     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-7889.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased MXN / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | MX        |         1 | NC      | $212475.31    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased CHF / Sold USD | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | CH        |         1 | NC      | $2330.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-1371.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased EUR / Sold HUF | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | XX        |         1 | NC      | $-103354.63   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased SGD / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | SG        |         1 | NC      | $64847.71     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased USD / Sold NOK | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-28769.18    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $16061.93     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased KRW / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | KR        |         1 | NC      | $6133.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold JPY | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $1.39         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $866.22       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $1837.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased INR / Sold USD | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | IN        |         1 | NC      | $-4.89        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $12598.85     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-1290.29     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased USD / Sold NOK | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-50549.01    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $6747.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $979.94       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-3971.23     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased USD / Sold THB | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-1465.21     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased KRW / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | KR        |         1 | NC      | $3521.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-6238.33     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-3965.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $2729.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-3793.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold COP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $189.92       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-3837.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $1699.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                | Future                   | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |       743 | NC      | $-675560.74   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $3079.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased CHF / Sold USD | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | CH        |         1 | NC      | $108356.22    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold HKD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $7873.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $3600.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $-257.85      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased HUF / Sold EUR | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | HU        |         1 | NC      | $24105.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $3318.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased EUR / Sold GBP | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | XX        |         1 | NC      | $2680.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $1620.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $536.95       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased EUR / Sold PLN | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | XX        |         1 | NC      | $-9133.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Scotland PLC                       | Purchased HUF / Sold EUR | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | HU        |         1 | NC      | $38107.83     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-7917.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased INR / Sold USD | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | IN        |         1 | NC      | $4832.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased EUR / Sold JPY | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | XX        |         1 | NC      | $61601.41     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $902.42       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold JPY | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-22473.85    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased MXN / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | MX        |         1 | NC      | $238281.65    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased NOK / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | NO        |         1 | NC      | $293249.38    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $3405.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-112410.62   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased EUR / Sold SEK | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | XX        |         1 | NC      | $201.11       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $3198.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $336.08       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $9493.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE Futures Europe                               | Future                   | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DCO              |  | GB        |       -36 | NC      | $36756.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NatWest Markets PLC                              | Purchased HUF / Sold USD | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | HU        |         1 | NC      | $6218.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-7570.57     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold GBP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-32998.66    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Euronext NV                                      | Future                   | CUSIP: 000000000<br>LEI: 724500QJ4QSZ3H9QU415 | N/A              | DCO              |  | FR        |       142 | NC      | $-154754.77   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Citibank NA                                      | Purchased USD / Sold SEK | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-496307.20   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased PLN / Sold EUR | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | PL        |         1 | NC      | $57592.92     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-401.23      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased COP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CO        |         1 | NC      | $2526.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased CHF / Sold USD | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | CH        |         1 | NC      | $80747.58     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $1547.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased JPY / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | JP        |         1 | NC      | $378.78       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased SGD / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | SG        |         1 | NC      | $7254.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased NOK / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | NO        |         1 | NC      | $25594.21     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased TWD / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | TW        |         1 | NC      | $-7364.51     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased NOK / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | NO        |         1 | NC      | $49497.27     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased PLN / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | PL        |         1 | NC      | $52107.36     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold NZD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-327159.13   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $7959.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased COP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CO        |         1 | NC      | $1873.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $908.52       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-611.30      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $2611.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-3100.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| New York Mercantile Exchange                     | Future                   | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |       311 | NC      | $-1753558.66  | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased GBP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | GB        |         1 | NC      | $383240.72    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $861.26       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| National Stock Exchange Of India                 | Future                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | IN        |       602 | NC      | $437525.36    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $835.48       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased SEK / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | SE        |         1 | NC      | $0.50         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $262.03       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-4017.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $2041.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-76167.24    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Scotland PLC                       | Purchased USD / Sold CHF | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | US        |         1 | NC      | $-5298109.34  | -0.26%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased PLN / Sold EUR | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | PL        |         1 | NC      | $-526.94      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $1897.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-3156.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased MXN / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | MX        |         1 | NC      | $917451.93    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $3200.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $-296.57      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased GBP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | GB        |         1 | NC      | $83602.91     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased COP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CO        |         1 | NC      | $15553.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $1389.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased NZD / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | NZ        |         1 | NC      | $259424.59    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-13708.04    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased AUD / Sold JPY | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | AU        |         1 | NC      | $10346.41     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $1689.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased COP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CO        |         1 | NC      | $10495.26     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased CHF / Sold USD | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | CH        |         1 | NC      | $17771.71     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $1124.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased AUD / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | AU        |         1 | NC      | $45097.15     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold COP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $309.08       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold PHP | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-11341.99    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased TWD / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | TW        |         1 | NC      | $-328.73      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased AUD / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | AU        |         1 | NC      | $47915.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-486.04      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold COP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $227.43       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $5198.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Scotland PLC                       | Purchased ZAR / Sold USD | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | ZA        |         1 | NC      | $122659.22    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased TWD / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | TW        |         1 | NC      | $-3467.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-6315.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold KRW | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-26266.79    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased USD / Sold MXN | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-223411.40   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Scotland PLC                       | Purchased CHF / Sold USD | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | CH        |         1 | NC      | $715207.55    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-980.18      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $803.16       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $458.51       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $424.43       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased SEK / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | SE        |         1 | NC      | $732.25       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $3893.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased EUR / Sold GBP | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | XX        |         1 | NC      | $32189.68     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased CHF / Sold USD | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | CH        |         1 | NC      | $917.72       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $-520.29      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $1562.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $2939.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased SEK / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | SE        |         1 | NC      | $63.28        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold PHP | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-428.54      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased USD / Sold NOK | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-577836.20   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $3361.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $817.05       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold AUD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-16391.67    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-502.94      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased PLN / Sold EUR | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | PL        |         1 | NC      | $6711.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased EUR / Sold HUF | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | XX        |         1 | NC      | $-26870.16    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased ZAR / Sold USD | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | ZA        |         1 | NC      | $17694.21     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased EUR / Sold GBP | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | XX        |         1 | NC      | $333431.01    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $1860.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-6876.96     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $808.43       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $555.79       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased EUR / Sold HUF | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | XX        |         1 | NC      | $-24672.31    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased THB / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | TH        |         1 | NC      | $1023.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $1599.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-3212.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Scotland PLC                       | Purchased USD / Sold CHF | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | US        |         1 | NC      | $-48803.82    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $567.54       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased KRW / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | KR        |         1 | NC      | $1028.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $2067.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased GBP / Sold JPY | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | GB        |         1 | NC      | $37834.85     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-7427.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $940.01       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $1000.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased USD / Sold ZAR | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | US        |         1 | NC      | $-1462.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased COP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CO        |         1 | NC      | $1778.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $852.03       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold AUD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-197203.53   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-4494.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $842.51       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased HUF / Sold USD | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | HU        |         1 | NC      | $48473.63     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased COP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CO        |         1 | NC      | $28102.90     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $1247.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $15879.59     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased EUR / Sold HUF | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | XX        |         1 | NC      | $-38107.83    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $1720.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $274.40       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-1216.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased EUR / Sold JPY | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | XX        |         1 | NC      | $81950.75     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $212.60       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $2388.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $233.47       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased COP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CO        |         1 | NC      | $5500.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $3020.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $1644.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Scotland PLC                       | Purchased CHF / Sold USD | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | CH        |         1 | NC      | $146806.49    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-4000.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $1265.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-7189.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-845.94      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $1472.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $1081.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased USD / Sold ZAR | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | US        |         1 | NC      | $-1879.11     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $444.23       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased GBP / Sold EUR | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | GB        |         1 | NC      | $-11122.56    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased NZD / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | NZ        |         1 | NC      | $42049.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased SEK / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | SE        |         1 | NC      | $88.74        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-8048.07     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased AUD / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | AU        |         1 | NC      | $564001.08    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased JPY / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | JP        |         1 | NC      | $-6393.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased HUF / Sold EUR | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | HU        |         1 | NC      | $22744.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-3434.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-3791.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold BRL | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-2269.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $1621.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $-144.55      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $440.85       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-1846.14     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $-298.30      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased USD / Sold MXN | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-278972.16   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold KRW | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-27757.97    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased NZD / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | NZ        |         1 | NC      | $35246.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased COP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CO        |         1 | NC      | $5313.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $1665.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased USD / Sold CHF | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | US        |         1 | NC      | $-192365.27   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $1117.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold PLN | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-28.11       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased PLN / Sold EUR | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | PL        |         1 | NC      | $72680.55     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased NZD / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | NZ        |         1 | NC      | $46809.02     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-851.08      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased SGD / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | SG        |         1 | NC      | $1210.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased EUR / Sold PLN | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | XX        |         1 | NC      | $-3134.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased USD / Sold NOK | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-142721.04   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $929.62       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold NZD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-397843.13   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $1255.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $5524.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $811.06       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-348.18      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CNH / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CN        |         1 | NC      | $17630.57     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-336.18      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $865.48       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $1751.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold BRL | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-2900.99     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased PHP / Sold USD | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | PH        |         1 | NC      | $-329.81      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased COP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CO        |         1 | NC      | $1948.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-260.38      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-399.76      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-6201.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $205.93       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased COP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CO        |         1 | NC      | $1769.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-7410.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased EUR / Sold GBP | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | XX        |         1 | NC      | $10617.41     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased EUR / Sold GBP | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | XX        |         1 | NC      | $17038.15     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-129.52      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-839.36      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased JPY / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | JP        |         1 | NC      | $147908.16    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                           | Future                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -48 | NC      | $-63272.61    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Royal Bank of Scotland PLC                       | Purchased PEN / Sold USD | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | PE        |         1 | NC      | $23788.68     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-1051.64     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $456.53       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $890.36       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $405.06       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $2032.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $11567.27     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased SEK / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | SE        |         1 | NC      | $4502.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $598.23       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-6161.34     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold BRL | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-2070.13     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold AUD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-100.94      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-1487.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $1303.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $928.24       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $1357.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased NOK / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | NO        |         1 | NC      | $23572.84     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-923.58      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-6829.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-1518.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $14654.03     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-1276.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Scotland PLC                       | Purchased HUF / Sold USD | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | HU        |         1 | NC      | $237301.79    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased AUD / Sold JPY | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | AU        |         1 | NC      | $13434.22     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased NOK / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | NO        |         1 | NC      | $50385.08     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased AUD / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | AU        |         1 | NC      | $16391.67     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-3488.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-1553.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $872.47       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased USD / Sold SEK | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-298.31      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased GBP / Sold JPY | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | GB        |         1 | NC      | $376698.00    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased JPY / Sold AUD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | JP        |         1 | NC      | $-16061.31    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $589.03       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-545.40      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $1711.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased GBP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | GB        |         1 | NC      | $22.79        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $1731.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased USD / Sold ZAR | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | US        |         1 | NC      | $-1059.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased HUF / Sold EUR | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | HU        |         1 | NC      | $10839.91     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased AUD / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | AU        |         1 | NC      | $56803.90     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased EUR / Sold HUF | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | XX        |         1 | NC      | $-2366.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold KRW | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-24900.36    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $954.14       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased KRW / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | KR        |         1 | NC      | $1281.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased PLN / Sold EUR | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | PL        |         1 | NC      | $-718.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $5331.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $1462.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-851.99      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased SEK / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | SE        |         1 | NC      | $377.99       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased INR / Sold USD | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | IN        |         1 | NC      | $9533.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $265.27       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-3035.59     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $2443.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-10524.07    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $1018.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $178.33       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Scotland PLC                       | Purchased EUR / Sold JPY | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | XX        |         1 | NC      | $738905.71    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased USD / Sold ILS | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | US        |         1 | NC      | $-206438.09   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-145.87      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased CHF / Sold USD | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | CH        |         1 | NC      | $181.11       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-6846.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-299.94      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $557.72       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased GBP / Sold AUD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | GB        |         1 | NC      | $-1271.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-3192.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $4675.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $3729.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $897.26       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased AUD / Sold GBP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | AU        |         1 | NC      | $-528.33      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Scotland PLC                       | Purchased SEK / Sold EUR | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | SE        |         1 | NC      | $-110126.44   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold PHP | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-8962.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-7150.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-3938.11     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $265.27       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $1462.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased KRW / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | KR        |         1 | NC      | $732.02       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $2992.43      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased USD / Sold MXN | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-116459.30   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $1551.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $673.09       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased COP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CO        |         1 | NC      | $1226.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $922.12       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased SEK / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | SE        |         1 | NC      | $308.10       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased TWD / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | TW        |         1 | NC      | $-265.67      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased COP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CO        |         1 | NC      | $630.70       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased COP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CO        |         1 | NC      | $-257.99      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased TWD / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | TW        |         1 | NC      | $-59.34       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold PHP | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-1027.34     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased USD / Sold SGD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-48299.27    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $3556.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $1813.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased PHP / Sold USD | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | PH        |         1 | NC      | $3314.59      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-549.05      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased EUR / Sold SEK | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | XX        |         1 | NC      | $34049.05     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-4012.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $927.15       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-466.26      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-570.08      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased USD / Sold CHF | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | US        |         1 | NC      | $-174464.36   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-548.25      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased HUF / Sold EUR | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | HU        |         1 | NC      | $22646.10     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-569.22      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Scotland PLC                       | Purchased SEK / Sold EUR | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | SE        |         1 | NC      | $-28386.45    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased COP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CO        |         1 | NC      | $31297.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold PHP | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-7414.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased EUR / Sold HUF | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | XX        |         1 | NC      | $-143038.02   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased KRW / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | KR        |         1 | NC      | $855.12       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Scotland PLC                       | Purchased ZAR / Sold USD | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | ZA        |         1 | NC      | $46294.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-587.14      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $418.76       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased THB / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | TH        |         1 | NC      | $434.23       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-4334.39     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Scotland PLC                       | Purchased EUR / Sold JPY | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | XX        |         1 | NC      | $309914.14    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Scotland PLC                       | Purchased ZAR / Sold USD | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | ZA        |         1 | NC      | $2983.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased THB / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | TH        |         1 | NC      | $8179.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $3773.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased COP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CO        |         1 | NC      | $2650.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-2186.29     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold AUD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-3842.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Scotland PLC                       | Purchased HUF / Sold EUR | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | HU        |         1 | NC      | $26870.16     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-7059.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased MXN / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | MX        |         1 | NC      | $191813.73    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Hong Kong Futures Exchange Ltd.                  | Future                   | CUSIP: 000000000<br>LEI: 213800YTVSXYQN17BW16 | N/A              | DE               |  | HK        |       624 | NC      | $60287.62     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NatWest Markets PLC                              | Purchased ILS / Sold USD | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | IL        |         1 | NC      | $77007.56     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased JPY / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | JP        |         1 | NC      | $401330.76    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased PLN / Sold EUR | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | PL        |         1 | NC      | $130607.66    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased AUD / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | AU        |         1 | NC      | $16107.99     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold JPY | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-29.85       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $905.85       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $658.28       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $1768.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $1043.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $476.19       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold AUD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-55510.65    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Scotland PLC                       | Purchased SEK / Sold EUR | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | SE        |         1 | NC      | $-14842.20    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-302.30      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $469.57       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $333.23       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased SGD / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | SG        |         1 | NC      | $50234.01     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased GBP / Sold EUR | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | GB        |         1 | NC      | $-10617.41    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $11162.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased EUR / Sold SEK | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | XX        |         1 | NC      | $363.21       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-88.12       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-645.05      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased COP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CO        |         1 | NC      | $-66.83       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $-281.36      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased GBP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | GB        |         1 | NC      | $322597.44    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $1160.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased EUR / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | XX        |         1 | NC      | $3330.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE Futures U.S., Inc.                           | Future                   | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              |  | US        |       -73 | NC      | $255109.72    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased COP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CO        |         1 | NC      | $14922.68     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Scotland PLC                       | Purchased SEK / Sold EUR | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | SE        |         1 | NC      | $-137081.30   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-9046.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased COP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CO        |         1 | NC      | $909.02       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased AUD / Sold JPY | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | AU        |         1 | NC      | $526.90       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased NOK / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | NO        |         1 | NC      | $19630.45     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-6492.97     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-327.81      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $849.27       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $856.19       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-3804.19     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $865.48       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased GBP / Sold JPY | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | GB        |         1 | NC      | $25042.94     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased SGD / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | SG        |         1 | NC      | $84118.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $-153.24      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased NOK / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | NO        |         1 | NC      | $10180.06     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| London Metal Exchange                            | Future                   | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |       -60 | NC      | $-16680.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-301.61      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold NZD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-351449.99   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased NOK / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | NO        |         1 | NC      | $50549.01     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased KRW / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | KR        |         1 | NC      | $249.10       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Scotland PLC                       | Purchased CHF / Sold USD | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | CH        |         1 | NC      | $422299.50    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold KRW | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-27220.47    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-11717.10    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $1691.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased GBP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | GB        |         1 | NC      | $28890.57     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased JPY / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | JP        |         1 | NC      | $119158.30    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold JPY | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-197760.23   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased COP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CO        |         1 | NC      | $30009.16     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased SEK / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | SE        |         1 | NC      | $57.29        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $2078.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bills      | CUSIP: 912797QG5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 165000000 | PA      | $162813773.10 | 7.89%             | 2025-10-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-305.53      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold PHP | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-5549.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $431.53       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased KRW / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | KR        |         1 | NC      | $2289.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-7270.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $8847.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $425.99       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased GBP / Sold JPY | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | GB        |         1 | NC      | $192042.13    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $1822.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased ILS / Sold USD | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | IL        |         1 | NC      | $16193.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased PLN / Sold EUR | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | PL        |         1 | NC      | $5508.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold NZD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-80840.72    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $1753.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased KRW / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | KR        |         1 | NC      | $1431.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $2937.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $791.67       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased INR / Sold USD | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | IN        |         1 | NC      | $7116.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-278.60      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased PHP / Sold USD | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | PH        |         1 | NC      | $-491.81      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $7687.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $1811.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-975.82      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $3348.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Scotland PLC                       | Purchased GBP / Sold EUR | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | GB        |         1 | NC      | $-86216.66    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-1295.24     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-3667.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased GBP / Sold AUD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | GB        |         1 | NC      | $11152.34     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased EUR / Sold PLN | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | XX        |         1 | NC      | $-72680.55    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased COP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CO        |         1 | NC      | $583.57       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-9191.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased JPY / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | JP        |         1 | NC      | $14.78        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased USD / Sold ILS | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | US        |         1 | NC      | $-167046.85   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-3671.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased TWD / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | TW        |         1 | NC      | $-4276.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $1963.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased COP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CO        |         1 | NC      | $1220.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $272.40       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Scotland PLC                       | Purchased USD / Sold PEN | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | US        |         1 | NC      | $-36974.42    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-9303.96     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold PHP | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-1030.57     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $836.05       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $590.34       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-1072.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased THB / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | TH        |         1 | NC      | $2488.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased PLN / Sold EUR | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | PL        |         1 | NC      | $2460.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold NZD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-32369.84    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $536.54       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold BRL | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-2621.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $1644.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-284.61      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $689.93       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased GBP / Sold JPY | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | GB        |         1 | NC      | $3.73         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $550.74       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $480.66       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-420.87      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased AUD / Sold JPY | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | AU        |         1 | NC      | $3966.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $1032.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased JPY / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | JP        |         1 | NC      | $-6.41        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased SGD / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | SG        |         1 | NC      | $28699.21     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $-165.98      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold AUD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-45097.15    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased TWD / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | TW        |         1 | NC      | $173.77       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased KRW / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | KR        |         1 | NC      | $6728.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold PLN | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-190251.09   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CHF / Sold EUR | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CH        |         1 | NC      | $28006.64     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $904.44       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased SEK / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | SE        |         1 | NC      | $161.11       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $9560.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-170.97      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased JPY / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | JP        |         1 | NC      | $2.89         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold NZD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-11358.14    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased AUD / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | AU        |         1 | NC      | $9.97         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Scotland PLC                       | Purchased SEK / Sold EUR | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | SE        |         1 | NC      | $-14235.53    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-476.44      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-920.93      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-603.16      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold PHP | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-245.38      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased KRW / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | KR        |         1 | NC      | $1065.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Scotland PLC                       | Purchased USD / Sold CHF | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | US        |         1 | NC      | $-14476.92    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased CHF / Sold USD | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | CH        |         1 | NC      | $4831.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-737.93      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased AUD / Sold JPY | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | AU        |         1 | NC      | $272371.50    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased THB / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | TH        |         1 | NC      | $5010.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $483.52       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased EUR / Sold CAD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | XX        |         1 | NC      | $208839.25    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased AUD / Sold JPY | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | AU        |         1 | NC      | $531.06       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased NZD / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | NZ        |         1 | NC      | $627.96       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-7376.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $1107.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold PLN | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-14886.27    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased JPY / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | JP        |         1 | NC      | $-3.83        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased COP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CO        |         1 | NC      | $6795.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $2371.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $7322.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased SEK / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | SE        |         1 | NC      | $23483.85     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $538.98       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $1388.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $2573.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $-11.00       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $886.55       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold PHP | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-7243.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $74463.64     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Scotland PLC                       | Purchased CHF / Sold USD | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | CH        |         1 | NC      | $224810.76    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased AUD / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | AU        |         1 | NC      | $197203.53    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-246.91      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-4045.22     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased COP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CO        |         1 | NC      | $-85.19       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $2253.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased GBP / Sold AUD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | GB        |         1 | NC      | $-922.74      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold AUD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-6450.97     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased SGD / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | SG        |         1 | NC      | $48961.30     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-3572.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased KRW / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | KR        |         1 | NC      | $528.79       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-7536.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased TWD / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | TW        |         1 | NC      | $-200.05      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased COP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CO        |         1 | NC      | $1828.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $1298.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold BRL | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-6925.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $54.63        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $3351.07      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold BRL | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-3042.37     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $1028.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-3741.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased GBP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | GB        |         1 | NC      | $191.86       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $468.14       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $1376.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Scotland PLC                       | Purchased USD / Sold CHF | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | US        |         1 | NC      | $-1610897.06  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-640.73      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased JPY / Sold AUD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | JP        |         1 | NC      | $-13314.29    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold NZD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-24199.55    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $-400.05      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Scotland PLC                       | Purchased ZAR / Sold USD | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | ZA        |         1 | NC      | $92626.71     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased COP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CO        |         1 | NC      | $1796.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased PLN / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | PL        |         1 | NC      | $260001.09    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased USD / Sold ILS | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | US        |         1 | NC      | $-98904.67    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased EUR / Sold HUF | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | XX        |         1 | NC      | $-22646.10    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased USD / Sold NOK | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $276.10       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $4455.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $204.24       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $199.60       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased TWD / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | TW        |         1 | NC      | $-523.66      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold JPY | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-55087.32    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CAD / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CA        |         1 | NC      | $16.89        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased EUR / Sold HUF | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | XX        |         1 | NC      | $-8931.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased INR / Sold USD | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | IN        |         1 | NC      | $437.39       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased JPY / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | JP        |         1 | NC      | $210268.85    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-3080.59     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-7904.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased JPY / Sold EUR | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | JP        |         1 | NC      | $-23818.15    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased USD / Sold HUF | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | US        |         1 | NC      | $-5585.99     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $204.49       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $1390.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased USD / Sold NOK | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-92419.29    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased INR / Sold USD | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | IN        |         1 | NC      | $6974.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $6474.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $5990.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $402.26       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased USD / Sold CHF | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | US        |         1 | NC      | $6547773.69   | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-1428.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $1350.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased PLN / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | PL        |         1 | NC      | $40196.73     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $944.74       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Scotland PLC                       | Purchased USD / Sold CHF | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | US        |         1 | NC      | $-628775.78   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Scotland PLC                       | Purchased CHF / Sold USD | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | CH        |         1 | NC      | $2453457.36   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Scotland PLC                       | Purchased PEN / Sold USD | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | PE        |         1 | NC      | $18267.05     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CAD / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CA        |         1 | NC      | $77227.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased USD / Sold NOK | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-81384.78    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $1675.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $2202.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $863.17       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $885.87       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased KRW / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | KR        |         1 | NC      | $2089.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $13042.58     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased COP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CO        |         1 | NC      | $-313.62      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased USD / Sold SGD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-29274.43    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased COP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CO        |         1 | NC      | $-265.81      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased USD / Sold SEK | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-101796.25   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased COP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CO        |         1 | NC      | $1785.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased MXN / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | MX        |         1 | NC      | $357996.02    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased NOK / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | NO        |         1 | NC      | $3595764.62   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased EUR / Sold PLN | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | XX        |         1 | NC      | $-6711.33     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $654.16       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-10484.59    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-3000.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $844.53       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $1713.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold PHP | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-7289.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold PLN | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-424.21      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-7450.54     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $897.69       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased COP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CO        |         1 | NC      | $-80.33       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased HUF / Sold USD | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | HU        |         1 | NC      | $12896.79     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold GBP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-17.07       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-2284.97     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-465.25      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $1030.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $1775.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-3053.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased ILS / Sold USD | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | IL        |         1 | NC      | $456576.63    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $791.77       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased USD / Sold CHF | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | US        |         1 | NC      | $-12485.16    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased USD / Sold CHF | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | US        |         1 | NC      | $-422299.50   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-3293.54     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $752.67       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased USD / Sold ZAR | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | US        |         1 | NC      | $-77090.84    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $3188.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Scotland PLC                       | Purchased SEK / Sold EUR | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | SE        |         1 | NC      | $-35886.17    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-8006.64     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased NOK / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | NO        |         1 | NC      | $-10957.81    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                      | Future                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |      2010 | NC      | $1037570.80   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $539.32       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased INR / Sold USD | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | IN        |         1 | NC      | $4249.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $2496.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $1981.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-3512.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased NOK / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | NO        |         1 | NC      | $7165.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bills      | CUSIP: 912797QP5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 140000000 | PA      | $137937333.80 | 6.68%             | 2025-11-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $1007.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased AUD / Sold JPY | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | AU        |         1 | NC      | $791.42       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased COP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CO        |         1 | NC      | $1251.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-1138.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-3920.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased TWD / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | TW        |         1 | NC      | $250.95       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $5643.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $414.85       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold NZD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-26400.49    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold JPY | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $17.79        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $776.34       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $14190.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased CHF / Sold USD | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | CH        |         1 | NC      | $5777.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-602.15      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-3779.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold AUD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-44554.35    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Scotland PLC                       | Purchased USD / Sold PEN | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | US        |         1 | NC      | $-3834.96     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased CHF / Sold USD | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | CH        |         1 | NC      | $4462.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $891.09       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $1067.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-3100.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased GBP / Sold EUR | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | GB        |         1 | NC      | $-1202444.83  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-6819.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased USD / Sold ILS | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | US        |         1 | NC      | $-317218.47   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-10703.24    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $2395.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $907.28       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-3090.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold BRL | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-4666.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased PLN / Sold EUR | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | PL        |         1 | NC      | $-440.94      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $802.01       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-3642.03     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Nasdaq Stockholm AB                              | Future                   | CUSIP: 000000000<br>LEI: 549300KBQIVNEJEZVL96 | N/A              | DE               |  | SE        |       -10 | NC      | $-2611.27     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased PLN / Sold EUR | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | PL        |         1 | NC      | $12662.36     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $751.75       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased EUR / Sold GBP | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | XX        |         1 | NC      | $10829.58     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $7385.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $397.98       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Scotland PLC                       | Purchased PEN / Sold USD | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | PE        |         1 | NC      | $11438.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-1270.39     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased NOK / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | NO        |         1 | NC      | $221857.89    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $3060.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased SEK / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | SE        |         1 | NC      | $199.05       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CNH | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-11903.77    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold PHP | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-769.08      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased COP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CO        |         1 | NC      | $896.97       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased KRW / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | KR        |         1 | NC      | $275.27       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $2853.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $420.78       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $1049.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased TWD / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | TW        |         1 | NC      | $-539.91      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold PHP | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-1018.71     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $1684.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-206.05      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| London Metal Exchange                            | Future                   | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |     -1702 | NC      | $-5349738.88  | -0.26%            |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-1774.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased JPY / Sold GBP | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | JP        |         1 | NC      | $-41317.27    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-3408.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold BRL | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-3288.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased MXN / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | MX        |         1 | NC      | $6484.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $2130.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased GBP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | GB        |         1 | NC      | $84146.08     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-711.54      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $476.90       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased MXN / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | MX        |         1 | NC      | $329970.09    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $379.60       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bills      | CUSIP: 912797QE0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 150000000 | PA      | $148262638.50 | 7.18%             | 2025-10-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $1026.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Scotland PLC                       | Purchased EUR / Sold JPY | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | XX        |         1 | NC      | $4615.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased USD / Sold SEK | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-43150.95    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased COP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CO        |         1 | NC      | $610.10       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-3141.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-3525.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold JPY | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $6393.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-466.28      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased KRW / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | KR        |         1 | NC      | $1374.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased CHF / Sold USD | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | CH        |         1 | NC      | $6075.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $806.25       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $4037.59      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-7887.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-3784.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $-249.88      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased KRW / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | KR        |         1 | NC      | $2032.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $832.48       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-9621.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $425.17       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bills      | CUSIP: 912797PW1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 185000000 | PA      | $183429350.00 | 8.89%             | 2025-09-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| London Metal Exchange                            | Future                   | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |       -86 | NC      | $-88097.32    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Euronext NV                                      | Future                   | CUSIP: 000000000<br>LEI: 724500QJ4QSZ3H9QU415 | N/A              | DCO              |  | FR        |      -529 | NC      | $145259.73    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $369.88       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased USD / Sold SGD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-64847.71    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                      | Future                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |        13 | NC      | $-2600.30     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Citibank NA                                      | Purchased MXN / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | MX        |         1 | NC      | $71464.62     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased COP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CO        |         1 | NC      | $1912.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-9423.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-7836.43     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased SEK / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | SE        |         1 | NC      | $135.79       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased SEK / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | SE        |         1 | NC      | $37826.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased GBP / Sold AUD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | GB        |         1 | NC      | $-3075.29     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $-395.43      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased PLN / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | PL        |         1 | NC      | $44222.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased NZD / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | NZ        |         1 | NC      | $16743.29     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold PHP | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-9972.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased SEK / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | SE        |         1 | NC      | $151.83       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold BRL | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-18884.27    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased SEK / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | SE        |         1 | NC      | $43150.95     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold BRL | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-1887.19     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-2251.15     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $4547.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $2042.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased COP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CO        |         1 | NC      | $-149.83      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-10306.66    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-1536.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased NOK / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | NO        |         1 | NC      | $53482.37     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $1166.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased EUR / Sold GBP | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | XX        |         1 | NC      | $4086.59      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold NZD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-66555.53    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $1005.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased INR / Sold USD | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | IN        |         1 | NC      | $5.88         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased MXN / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | MX        |         1 | NC      | $335397.06    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased SGD / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | SG        |         1 | NC      | $1916978.47   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $46205.22     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold PHP | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-5185.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased EUR / Sold GBP | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | XX        |         1 | NC      | $65821.39     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-6925.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased KRW / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | KR        |         1 | NC      | $940.69       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $572.92       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $911.30       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased KRW / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | KR        |         1 | NC      | $4791.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $476.62       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-407.67      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased HUF / Sold USD | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | HU        |         1 | NC      | $5935.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-7890.21     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold GBP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-18560.18    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased USD / Sold SEK | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-66220.32    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased AUD / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | AU        |         1 | NC      | $31479.37     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased ILS / Sold USD | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | IL        |         1 | NC      | $195573.97    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold PHP | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-4918.54     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold PHP | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-4119.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased EUR / Sold CHF | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | XX        |         1 | NC      | $-24023.80    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold NZD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-33956.16    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased PLN / Sold EUR | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | PL        |         1 | NC      | $23020.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased PLN / Sold EUR | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | PL        |         1 | NC      | $5398.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-288.35      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-3930.19     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $8924.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $1325.07      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased COP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CO        |         1 | NC      | $-916.22      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased COP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CO        |         1 | NC      | $624.83       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased MXN / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | MX        |         1 | NC      | $138731.31    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $-147.43      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased AUD / Sold JPY | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | AU        |         1 | NC      | $452.65       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold BRL | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-11869.76    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-829.30      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-570.12      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $872.06       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $1875.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                           | Future                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |      -720 | NC      | $851988.49    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NatWest Markets PLC                              | Purchased ILS / Sold USD | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | IL        |         1 | NC      | $331202.21    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold BRL | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-2202.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-469.08      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-723.03      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased KRW / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | KR        |         1 | NC      | $2054.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold AUD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-36881.62    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $1663.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-386.15      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $-146.87      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Singapore Exchange Derivatives Clearing Ltd.     | Future                   | CUSIP: 000000000<br>LEI: 549300ZLWT3FK3F0FW61 | N/A              | DE               |  | SG        |       733 | NC      | $397043.86    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $224.98       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased COP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CO        |         1 | NC      | $655.30       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-3777.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased USD / Sold MXN | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-367036.27   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $1889.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased GBP / Sold EUR | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | GB        |         1 | NC      | $-23841.28    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased PLN / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | PL        |         1 | NC      | $65362.15     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-5578.57     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased PEN / Sold USD | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | PE        |         1 | NC      | $11785.12     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-989.78      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Scotland PLC                       | Purchased PEN / Sold USD | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | PE        |         1 | NC      | $27569.41     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-914.80      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold PHP | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-746.28      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $642.16       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased KRW / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | KR        |         1 | NC      | $2588.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased SGD / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | SG        |         1 | NC      | $757087.58    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $456.83       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased KRW / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | KR        |         1 | NC      | $1177.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE Futures U.S. Energy Division                 | Future                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |       196 | NC      | $29655.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $207.75       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $997.85       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold JPY | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-158450.52   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased CHF / Sold USD | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | CH        |         1 | NC      | $11703.85     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $1945.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-1464.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-7249.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased EUR / Sold GBP | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | XX        |         1 | NC      | $10687.46     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased EUR / Sold JPY | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | XX        |         1 | NC      | $745.49       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-202.40      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased COP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CO        |         1 | NC      | $5838.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Scotland PLC                       | Purchased ZAR / Sold USD | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | ZA        |         1 | NC      | $76235.08     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $1755.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold AUD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-57220.76    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $1916.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased USD / Sold NOK | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-7165.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Scotland PLC                       | Purchased HUF / Sold EUR | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | HU        |         1 | NC      | $34417.45     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $258.79       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $430.57       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-10631.19    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased THB / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | TH        |         1 | NC      | $-1484.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $823.17       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Scotland PLC                       | Purchased USD / Sold CHF | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | US        |         1 | NC      | $-195438.50   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CNH / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CN        |         1 | NC      | $-6249.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased JPY / Sold GBP | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | JP        |         1 | NC      | $-25042.94    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased TWD / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | TW        |         1 | NC      | $-105.77      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased PLN / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | PL        |         1 | NC      | $73783.96     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $792.94       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $-224.30      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $408.98       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold BRL | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-1975.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $1729.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $2804.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $918.71       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold KRW | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-25560.92    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Scotland PLC                       | Purchased ZAR / Sold USD | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | ZA        |         1 | NC      | $57778.55     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| The Montreal Exchange / Bourse De Montreal       | Future                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CA        |        39 | NC      | $4258.71      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $1892.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $889.80       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Scotland PLC                       | Purchased CHF / Sold USD | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | CH        |         1 | NC      | $1296744.88   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $12159.97     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-3219.17     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased NOK / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | NO        |         1 | NC      | $748053.00    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-6271.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-1222.46     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $3787.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased PLN / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | PL        |         1 | NC      | $177584.52    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold NZD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-46809.02    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CAD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-394.78      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased COP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CO        |         1 | NC      | $637.48       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-6569.19     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold COP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $420.51       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold BRL | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-1755.33     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $1032.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $1016.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased USD / Sold HUF | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | US        |         1 | NC      | $-3916.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased USD / Sold THB | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-18517.75    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased GBP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | GB        |         1 | NC      | $112855.76    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased GBP / Sold AUD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | GB        |         1 | NC      | $431322.46    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $1132.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CNH / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CN        |         1 | NC      | $56896.32     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-859.38      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $538.55       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased EUR / Sold GBP | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | XX        |         1 | NC      | $489.79       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-7522.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| London Metal Exchange                            | Future                   | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |       302 | NC      | $245650.84    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-10477.25    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $1330.07      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold JPY | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-98300.28    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $942.85       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-3942.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased EUR / Sold GBP | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | XX        |         1 | NC      | $32210.76     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-7268.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $2306.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased NOK / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | NO        |         1 | NC      | $22212.34     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Scotland PLC                       | Purchased HUF / Sold USD | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | HU        |         1 | NC      | $2831.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased AUD / Sold JPY | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | AU        |         1 | NC      | $255.43       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Scotland PLC                       | Purchased USD / Sold CHF | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | US        |         1 | NC      | $-2453457.36  | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                | Future                   | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |       -72 | NC      | $191711.19    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased EUR / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | XX        |         1 | NC      | $2685.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-9839.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $1268.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased COP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CO        |         1 | NC      | $11622.94     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-3124.14     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-191.87      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $1782.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased USD / Sold HUF | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | US        |         1 | NC      | $-30.67       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-1040.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $451.91       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Scotland PLC                       | Purchased ZAR / Sold USD | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | ZA        |         1 | NC      | $69552.36     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-7939.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased SGD / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | SG        |         1 | NC      | $1503.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $1011.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $399.80       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $2052.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-851.68      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Scotland PLC                       | Purchased USD / Sold CHF | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | US        |         1 | NC      | $-2201248.96  | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $94509.94     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased EUR / Sold SEK | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | XX        |         1 | NC      | $21917.14     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased KRW / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | KR        |         1 | NC      | $3332.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased INR / Sold USD | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | IN        |         1 | NC      | $7735.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased GBP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | GB        |         1 | NC      | $10.51        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-330.05      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased EUR / Sold CHF | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | XX        |         1 | NC      | $-13743.12    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $386.10       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE Futures U.S. Energy Division                 | Future                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |       156 | NC      | $237305.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NatWest Markets PLC                              | Purchased EUR / Sold GBP | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | XX        |         1 | NC      | $33701.08     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased COP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CO        |         1 | NC      | $9541.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $3787.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Scotland PLC                       | Purchased GBP / Sold EUR | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | GB        |         1 | NC      | $-234387.03   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased AUD / Sold JPY | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | AU        |         1 | NC      | $6602.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased USD / Sold NOK | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-81863.74    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold PHP | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-8374.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-2017.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-6760.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased COP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CO        |         1 | NC      | $9598.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $547.44       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased COP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CO        |         1 | NC      | $-540.83      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $888.82       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased USD / Sold ZAR | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | US        |         1 | NC      | $-1436.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased MXN / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | MX        |         1 | NC      | $160268.68    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $463.83       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | Purchased USD / Sold GBP | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-47652.92    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $853.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased SEK / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | SE        |         1 | NC      | $232.93       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $846.49       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-1906.34     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-3568.34     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| New York Mercantile Exchange                     | Future                   | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |        69 | NC      | $357118.51    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-959.77      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased KRW / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | KR        |         1 | NC      | $2861.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-278.23      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased USD / Sold SGD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-1916978.47  | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold PHP | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-5178.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $414.30       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased KRW / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | KR        |         1 | NC      | $1828.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-7457.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-249.61      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $-176.91      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased EUR / Sold GBP | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | XX        |         1 | NC      | $481.56       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $898.26       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-546.44      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $1606.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased USD / Sold THB | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-2322.34     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-531.62      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold PLN | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-83882.83    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $197.58       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold NZD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-15019.83    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-6554.64     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased AUD / Sold JPY | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | AU        |         1 | NC      | $11099.97     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $2535.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $235.15       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased TWD / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | TW        |         1 | NC      | $-631.39      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $840.89       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-1242.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                           | Future                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      -538 | NC      | $-403218.58   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased COP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CO        |         1 | NC      | $1154.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased NOK / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | NO        |         1 | NC      | $241422.09    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $3788.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $3480.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-905.14      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $-393.11      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased TWD / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | TW        |         1 | NC      | $-16580.73    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased THB / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | TH        |         1 | NC      | $176.65       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased USD / Sold THB | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-21074.61    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased NOK / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | NO        |         1 | NC      | $133425.37    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-3724.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased INR / Sold USD | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | IN        |         1 | NC      | $71.33        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-73817.73    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased EUR / Sold AUD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | XX        |         1 | NC      | $-217.85      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $230.52       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-345.97      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $208.08       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-348.58      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $1725.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold PHP | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-14886.56    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-3792.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $847.67       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $852.91       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $220.78       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased PLN / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | PL        |         1 | NC      | $1105.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $412.74       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased USD / Sold NOK | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-61541.46    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased HUF / Sold EUR | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | HU        |         1 | NC      | $30508.57     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ASX Clear (Futures)                              | Future                   | CUSIP: 000000000<br>LEI: 549300ZD7BBOVZFVHK49 | N/A              | DIR              |  | AU        |      3988 | NC      | $443839.58    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NatWest Markets PLC                              | Purchased USD / Sold ZAR | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | US        |         1 | NC      | $-1573.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased COP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CO        |         1 | NC      | $11581.79     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-4506.73     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-1640.96     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Singapore Exchange Derivatives Clearing Ltd.     | Future                   | CUSIP: 000000000<br>LEI: 549300ZLWT3FK3F0FW61 | N/A              | DE               |  | SG        |       206 | NC      | $1068759.45   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank NA                                      | Purchased SEK / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | SE        |         1 | NC      | $378.49       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold JPY | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-12252.36    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $875.25       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased JPY / Sold GBP | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | JP        |         1 | NC      | $-25965.44    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased MXN / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | MX        |         1 | NC      | $31631.84     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-3704.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased COP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CO        |         1 | NC      | $5065.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $1703.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $494.91       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $461.08       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-518.15      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased COP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CO        |         1 | NC      | $11337.90     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased EUR / Sold GBP | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | XX        |         1 | NC      | $8151.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $1386.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $3262.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Scotland PLC                       | Purchased USD / Sold PEN | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | US        |         1 | NC      | $-53151.77    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CNH | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-16373.82    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Scotland PLC                       | Purchased USD / Sold CHF | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | US        |         1 | NC      | $-2125858.21  | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $618.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-10230.38    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $1644.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold BRL | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-16780.81    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $418.11       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold PHP | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-5238.54     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased THB / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | TH        |         1 | NC      | $505.99       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased NOK / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | NO        |         1 | NC      | $61541.46     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased NOK / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | NO        |         1 | NC      | $577836.20    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold BRL | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-1629.54     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased THB / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | TH        |         1 | NC      | $221.04       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased JPY / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | JP        |         1 | NC      | $139566.46    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $1483.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $1715.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $1622.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased INR / Sold USD | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | IN        |         1 | NC      | $-73.00       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $416.57       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $3120.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased ILS / Sold USD | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | IL        |         1 | NC      | $98904.67     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $2508.43      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-307.74      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $1027.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $3099.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased KRW / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | KR        |         1 | NC      | $325.04       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased SEK / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | SE        |         1 | NC      | $101796.25    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold NZD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-71538.04    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $452.80       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased KRW / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | KR        |         1 | NC      | $1666.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased EUR / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | XX        |         1 | NC      | $199915.82    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold GBP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-28890.57    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $2450.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CNH / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CN        |         1 | NC      | $2568.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Scotland PLC                       | Purchased USD / Sold CHF | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | US        |         1 | NC      | $-1296744.88  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $2851.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased KRW / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | KR        |         1 | NC      | $3340.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased NOK / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | NO        |         1 | NC      | $81384.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased EUR / Sold HUF | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | XX        |         1 | NC      | $68.35        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FORWARDS NATIONAL WESTMIN COC                    | Collateral Position      | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |  28640000 | NS      | $28640000.00  | 1.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank NA                                      | Purchased USD / Sold SGD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-28699.21    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $1151.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $480.99       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $669.33       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $12643.16     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $3664.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-404.78      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $880.29       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $430.54       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $422.11       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-7967.59     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CNH | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-11747.35    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased NZD / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | NZ        |         1 | NC      | $27500.22     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased MXN / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | MX        |         1 | NC      | $553313.20    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased NOK / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | NO        |         1 | NC      | $867747.68    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $3131.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold AUD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-2988.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased KRW / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | KR        |         1 | NC      | $7221.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold COP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $90.78        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased EUR / Sold PLN | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | XX        |         1 | NC      | $-130607.66   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold NZD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-128424.28   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold PHP | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-5749.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased NZD / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | NZ        |         1 | NC      | $39079.28     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-851.08      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $4924.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-279.87      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-1102.39     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $2861.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $1703.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-1583.37     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $80488.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased EUR / Sold HUF | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | XX        |         1 | NC      | $-17429.45    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-3216.97     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $406.37       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold JPY | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-22131.94    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $477.98       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $-267.11      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold NZD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-122779.98   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $1522.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $557.38       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased MXN / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | MX        |         1 | NC      | $223411.40    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-218.03      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold PHP | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-917.68      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased USD / Sold ILS | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | US        |         1 | NC      | $-57895.64    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $297.03       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $442.80       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased USD / Sold NOK | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-19630.45    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased AUD / Sold JPY | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | AU        |         1 | NC      | $178.41       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-3399.59     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased USD / Sold THB | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-1108.29     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $7093.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $439.69       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased KRW / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | KR        |         1 | NC      | $1095.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $1377.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $204.17       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $405.59       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $1336.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-1083.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Scotland PLC                       | Purchased HUF / Sold EUR | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | HU        |         1 | NC      | $143038.02    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $850.35       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased KRW / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | KR        |         1 | NC      | $1341.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $2391.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $3669.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased ZAR / Sold USD | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | ZA        |         1 | NC      | $74117.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $1773.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Scotland PLC                       | Purchased PEN / Sold USD | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | PE        |         1 | NC      | $7876.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $1100.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased COP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CO        |         1 | NC      | $11507.12     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased COP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CO        |         1 | NC      | $1800.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-333.78      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased COP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CO        |         1 | NC      | $1130.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $1093.07      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $849.68       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold NZD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-149823.56   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $1033.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $198.73       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $1115.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased MXN / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | MX        |         1 | NC      | $476751.99    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-1080.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased NOK / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | NO        |         1 | NC      | $97571.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $9410.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $813.36       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $430.51       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $555.91       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold AUD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-15277.77    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-1520.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold BRL | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-2451.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Scotland PLC                       | Purchased SEK / Sold EUR | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | SE        |         1 | NC      | $-365669.11   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold PHP | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-725.58      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold BRL | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-4600.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased COP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CO        |         1 | NC      | $-567.74      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased EUR / Sold AUD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | XX        |         1 | NC      | $-321.18      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-576.91      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold BRL | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-2380.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-555.49      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold COP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $798.36       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-3742.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased INR / Sold USD | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | IN        |         1 | NC      | $-220.82      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased PLN / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | PL        |         1 | NC      | $7200.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased USD / Sold CHF | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | US        |         1 | NC      | $-195.59      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $947.29       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $1004.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $2545.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased THB / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | TH        |         1 | NC      | $337.33       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased KRW / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | KR        |         1 | NC      | $4915.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $571.95       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Korea Exchange (Futures Market)                  | Future                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | KR        |       303 | NC      | $70575.47     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased COP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CO        |         1 | NC      | $1710.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased USD / Sold SEK | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-163657.28   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-1033.73     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold PHP | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-1014.97     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-404.24      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased COP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CO        |         1 | NC      | $916.87       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased NZD / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | NZ        |         1 | NC      | $3199.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $1027.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $846.87       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased USD / Sold SGD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-48961.30    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $831.72       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Scotland PLC                       | Purchased ZAR / Sold USD | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | ZA        |         1 | NC      | $189759.24    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased JPY / Sold GBP | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | JP        |         1 | NC      | $-56949.19    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased USD / Sold TWD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-420.45      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased AUD / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | AU        |         1 | NC      | $47850.66     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased USD / Sold SEK | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-509369.66   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $-274.06      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased USD / Sold ILS | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | US        |         1 | NC      | $-75568.98    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $535.44       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased EUR / Sold JPY | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | XX        |         1 | NC      | $24651.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased PHP / Sold USD | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | PH        |         1 | NC      | $51606.11     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $798.05       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased COP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CO        |         1 | NC      | $6632.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-193.31      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $798.02       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-920.28      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Scotland PLC                       | Purchased HUF / Sold EUR | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | HU        |         1 | NC      | $152808.44    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold NZD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-196920.96   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $271.75       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold PHP | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-971.54      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Scotland PLC                       | Purchased CHF / Sold USD | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | CH        |         1 | NC      | $5298109.34   | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased PLN / Sold EUR | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | PL        |         1 | NC      | $3296.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased AUD / Sold JPY | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | AU        |         1 | NC      | $269.32       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-503.26      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-3779.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased TWD / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | TW        |         1 | NC      | $-833.02      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Scotland PLC                       | Purchased SEK / Sold EUR | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | SE        |         1 | NC      | $-5083.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased USD / Sold NOK | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $10957.81     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased ZAR / Sold USD | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | ZA        |         1 | NC      | $787.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $1686.89      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-6308.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-301.99      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased COP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CO        |         1 | NC      | $12832.35     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Scotland PLC                       | Purchased ZAR / Sold USD | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | ZA        |         1 | NC      | $227609.47    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-5307.57     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $3890.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $978.04       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Purchased MXN / Sold USD | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | MX        |         1 | NC      | $80623.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $946.15       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased EUR / Sold PLN | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | XX        |         1 | NC      | $-14272.85    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $895.44       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased JPY / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | JP        |         1 | NC      | $5.85         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased CLP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $-314.58      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-4502.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $3882.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | Purchased EUR / Sold HUF | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | XX        |         1 | NC      | $-34417.45    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold CLP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-7569.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased BRL / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |         1 | NC      | $4492.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Purchased USD / Sold INR | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-887.65      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Scotland PLC                       | Purchased SEK / Sold EUR | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | SE        |         1 | NC      | $-32113.68    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased USD / Sold COP | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $464.78       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | Purchased COP / Sold USD | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CO        |         1 | NC      | $6750.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE Futures U.S. Energy Division                 | Future                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |       196 | NC      | $-167325.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| NatWest Markets PLC                              | Purchased CHF / Sold USD | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | CH        |         1 | NC      | $14476.92     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |

### Signature

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

**Name of Applicant:** AMERICAN BEACON FUNDS

**Signature:** Sonia Bates

**Name of Signer:** Sonia Bates

**Title:** Treasurer