EXCHANGE TRADED FUNDS (ETF)

EXCHANGE TRADED FUNDS (ETF) RECORD LAYOUT: ENHANCED ETF CREATE AND REDEEM INSTRUCTION PRINT IMAGE REPORT: AUTOROUTE PRODUCTION 02260291/PSE 02980291 JANUARY 25, 2018

Copyright 2018 by The Depository Trust & Clearing Corporation ("DTCC"). All rights reserved. This work (including, without limitation, all text, images, logos, compilation and design) is proprietary and protected by copyright, and is for the exclusive use of users authorized by DTCC. If this work is received from DTCC in any electronic medium, authorized users of this work are granted a limited, non-exclusive, non-transferable, nonsublicensable and freely revocable license to make reproductions and transmissions necessary for downloading and storage of this work on the users' computers and to print one or more paper copies from the electronic version for their own use. Other than to this limited extent, no part of this work (including any paper copies thereof or print versions thereof) may be printed, copied, altered, modified, posted, reproduced, displayed, published, sold, licensed, used or distributed (including by transmission) in any form or by any means, or stored in any information storage and retrieval system, without DTCC's prior written permission. All product or service names are the property of their respective owners. Publication Date: January 25, 2018 Publication Code: ETF117 Service: Equities Clearing Title: Exchange Traded Funds (ETF) Record Layout: Enhanced ETF Create and Redeem Instruction Print Image Report: AutoRoute Production 02260291/PSE 02980291

Record Layout: Enhanced ETF Create and Redeem Instruction Print Image Report The following table shows the record layout for the Enhanced ETF Create and Redeem Instructions Print Image report for AutoRoute Production 02260291/PSE 02980291. Enhanced Create/Redeem Instruction Print Image Report for AutoRoute Production 02260291/PSE 02980291 Header 1 40 10 49 NATIONAL SECURITIES CLEARING CORPORATION Display for the report header. Header 1 34 68 101 CREATE/REDEEM ETF BLOTTER REPORT Name of the report. Header 1 5 124 128 PAGE: Display label for PAGE. Header 1 3 130 132 Page Number Value Display the page number for the ETF. Header 2 10 74 83 Trade Date Display for the report header. Header 2 10 85 94 Trade Date Value Displays the trade date for the Instruction in the format MM/DD/YYYY Header 2 15 108 122 Settlement Date Display for the report header. Header 2 10 124 133 Settlement Date Value Displays the settlement date for the Instruction in the format MM/DD/YYYY Header 3 132 1 132 Blank Line Display for the Header section for readability. Header 4 9 10 18 MEMBER NO Display for the report header. Header 4 8 21 28 Member Number Value Firm that is receiving this report. Record Layout: Enhanced ETF Create and Redeem Instruction Print Image Report 3

Break 5 132 2 133 --------------------- Hyphens (-) in all positions in a row delineates a break between the Header, the Rejected Instructions, each Accepted Instructions section, SI Instructions section, and the Trailer Additionally, hyphens in all positions in a row also provides a break between the column headers for the Rejected Instructions, Accepted Instructions, and SI Instructions sections. Lines 5, 6, 7, 8, and 9 will repeat as a header for each subsequent page for the respective instruction. Instruction 6 15 2 16 NSCC PORTFOLIO: Display for the Report Instruction/ Portfolio Description Instruction 6 12 55 66 ETF TRADING: Display for the Report Instruction/ Portfolio Description Instruction 7 7 2 8 SYMBOL: Display for label for ETF Trading Symbol. Instruction 7 15 10 24 NSCC Portfolio Symbol Value Value of the Symbol for the NSCC Portfolio. Instruction 7 3 27 29 ID: Display label for ETF Portfolio ID. Instruction 7 9 31 39 NSCC Portfolio ID Value Value of the Portfolio ID for the NSCC. Instruction 7 7 55 61 SYMBOL: Display label for ETF Trading Symbol. Lines 5, 6, 7, 8, and 9 will Instruction 7 15 63 77 ETF Trading Symbol Value Value of the ETF Trading Symbol for the repeat as a header for Portfolio from SMD. each subsequent page for the respective Instruction 7 11 80 90 ISIN/CUSIP: Display label for ETF ISIN or CUSIP. instruction. Instruction 7 12 92 103 ETF Trading ISIN or CUSIP Value of the ETF ISIN o rcusip. Instruction 8 10 2 11 UNIT SIZE: Display label for Creation/Redemption Unit Size. Instruction 8 13 12 24 Value of Create/Redeem Unit Size Value of Create/Redeem Unit Size from SMD formatted as: 9,999,999,999 Instruction 8 5 55 59 NAME: Display for Report Instruction/ Portfolio Description Instruction 8 60 64 123 ETF Name value Value of the description of the ETF (from SMD). Break 9 132 2 133 --------------------- Hyphens (-) in each position in a row delineates a break between the Instructions and the Transaction section of the report. Instruction 10 15 2 16 TRANSACTION ID: Display for Transaction Transaction 10 12 18 29 Transaction ID Value Value of Transaction ID. Transaction 10 14 35 48 CONTRA BROKER: Display for Transaction Record Layout: Enhanced ETF Create and Redeem Instruction Print Image Report 4

Transaction 10 8 50 57 Contra Broker Value Value of Broker on other side of the transaction. Transaction 10 12 61 72 EXEC BROKER: Display for Transaction Transaction 10 8 74 81 Exec Broker Value Value of the broker who executes the trade. Transaction 10 16 87 102 TRANSACTION FEE: Display for Transaction Transaction 10 13 103 115 Transaction Fee Value Value of Transaction Fee formatted as: 999,999,999.99 Transaction 10 2 117 118 Transaction Fee DB/CR Indicator Value of DB or CR. If Major broker is an ETF agent, this value will be CR, otherwise it will be DB. Transaction 11 22 2 23 TRANSACTION TIMESTAMP: Display for the Transaction Timestamp Transaction 11 12 25 36 Transaction Timestamp Value HH:MM:SS.SSS format Transaction 11 19 61 79 REVERSAL INDICATOR: Display for the Reversal Indicator Transaction 11 32 88 119 Reversal Indicator Value Value of the Reversal indicator: NEW C/R INSTRUCTION (default) CORRECTS A PRIOR TRANSACTION REVERSES A PRIOR TRANSACTION Transaction 12 9 2 10 ETF UNITS Display for the Transaction Transaction 12 9 12 20 Transaction Action + : Value of CREATED or REDEEMED is displayed + : Transaction 12 11 29 39 Index Receipts Value Value of Index Receipts (Create/Redeem Units) formatted as: 999,999,999 Transaction 13 21 2 22 TOTAL COMPONENT VALUE Value of the TOTAL COMPONENT VALUE is Transaction 13 9 24 32 Value of total Component Settlement Value Value of DEBITED or CREDITED is Debit/Credit Indicator + : Transaction 13 24 38 61 Value of total Component Settlement Value Value of the sum of the settlement value of each component; formatted as: 9,999,999,999,999.999999 Transaction 14 10 2 11 CASH VALUE Value of CASH VALUE is Transaction 14 9 13 21 Value of Cash Amount Debit/Credit Indicator + : Value of DEBITED or CREDITED is Lines 13 through 15 will be printed only if SI- COMPONENTS-ONLY = N Record Layout: Enhanced ETF Create and Redeem Instruction Print Image Report 5

Transaction 14 25 37 61 Cash Amount Value Value of Cash Amount passed by the ETF Agent - formatted as: 99,999,999,999,999.999999 Transaction 15 15 2 16 TOTAL ETF VALUE Value of TOTAL ETF VALUE is Transaction 15 9 18 26 Value of Total ETF Value Debit/Credit Indicator + : Value of DEBITED or CREDITED is Transaction 15 25 37 61 Total ETF Value Amount Value Value of the Total ETF Value (the Component Settlement value offset by the Cash Amount) formatted as: 99,999,999,999,999.999999 Transaction Transaction 16 16 24 9 2 32 25 40 ** SI COMPONENTS ONLY ** CURRENCY: Display for Instruction/SI-Only Display for Instruction/SI-Only Line 16 is printed only if SI-COMPONENTS- ONLY = Y. This line gets printed only if there are SI components; Transaction 16 3 42 44 XXX Value of Currency otherwise, all lines after this are one less. For example, line 17 becomes line 16 and line 18 becomes line 17. Break 17 132 2 133 --------------------- Hyphens (-) in each position in a row delineates a break between the Instructions and the relevant sections that follow. 18 120 2 121 REMOVED COMPONENTS THE FOLLOWING COMPONENTS ON THE PORTFOLIO COMPOSITION FILE HAVE BEEN REMOVED FROM THIS INSTRUCTION: Display for the 19 132 1 132 Blank Line Display for the 20 6 2 7 SYMBOL Display for the 20 11 18 28 DESCRIPTION Display for the 20 4 46 49 ISIN Display for the 20 13 56 68 CASH IN LIEU? Display for the 20 10 78 87 CASH VALUE Display for the Lines 18 through 22 will be printed only if the exist for this instruction. Record Layout: Enhanced ETF Create and Redeem Instruction Print Image Report 6

21 132 1 132 Blank Line Display for section for readability. 22 15 2 16 Value of Symbol Value of Symbol for Component ISIN (from SMD). 22 22 18 39 Value of Component Description Value of Security Name for Component ISIN (from SMD). 22 12 42 53 Value of ISIN Value of ISIN to be removed from instruction. 22 1 61 61 Value of Cash in Lieu Indicator Value of CASH-IN-LIEU Indicator for component (Y or blank). 22 21 71 91 Value of Cash Value Value of Cash Value of component formatted as: 99,999,999,999,999.99 Break 23 132 1 132 --------------------- Hyphens (-) in each position in a row delineates a break between the Component Header and the previous Component Header 24 26 55 80 *** ETF COMPONENTS *** Display for Component Header Component Header 25 132 1 132 Blank Line Display for the Component Header section for readability. Component Header 26 3 43 45 CNS Display for the Component Header Component Header 26 4 50 53 CUST Display for the Component Header Component Header 26 16 56 71 COMPONENT SHARES Display for the Component Header Component Header 26 6 78 83 SHARES Value of SHARES is Component Header 27 6 2 7 SYMBOL Value of SYMBOL is Component Header 27 11 18 28 DESCRIPTION Value of DESCRIPTION is Component Header 27 10 32 41 CUSIP/ISIN Display for the Component Header Component Header 27 3 43 45 IND Display for the Component Header Component Header 27 3 47 49 REO Display for the Component Header Component Header 27 3 51 53 ADD Display for the Component Header Component Header 27 9 59 67 Value of Component Shares Received or Delivered Indicator Value of RECEIVED or DELIVERED Lines 23 through 31 will be printed only if CASH- ONLY = N and SI- COMPONENTS-ONLY = N. Record Layout: Enhanced ETF Create and Redeem Instruction Print Image Report 7

Component Header 27 13 75 87 TO BE SETTLED Display for the Component Header Component Header 27 14 95 108 SETTLING PRICE Display for the Component Header Component Header 27 16 117 132 SETTLEMENT VALUE Display for the Component Header Component Header 28 132 1 132 Blank Line Display for the delimiting Component Header and Component Detail sections. Component Detail 29 15 2 16 Value of Component Symbol Component Detail 29 13 18 30 Value of ISIN Description Component Detail 29 12 32 43 Value of CUSIP/ISIN Component Detail 29 1 45 45 Value of CNS IND Component Detail 29 1 48 48 Value of REO Component Detail 29 1 51 51 Value of CUST ADD Component Detail 29 17 53 69 Value of COMPONENT SHARES RECEIVED or DELIVERED Component Detail 29 17 71 87 Value of SHARE TO BE SETTLED Component Detail 29 20 89 108 Value of SETTLING PRICE Value of Settling Price of component formatted as: 9,999,999,999.999999 Component Detail 29 25 109 133 Value of SETTLEMENT VALUE Value of Settlement Value of component formatted as: 99,999,999,999,999.999999 Break 30 132 2 133 --------------------- Hyphens (-) in each position in a row delineates a break between the Component Header and the previous Component Totals 31 21 2 22 TOTAL COMPONENT VALUE Value of the TOTAL COMPONENT VALUE is Component Totals 31 17 53 69 Value of Total Component Shares Received or Delivered Component Totals 31 17 71 87 Value of Total Shares to be settled Component Totals 31 5 95 99 TOTAL Value of TOTAL is Component Totals 31 6 101 106 Value of Total Component Settlement Value Debit or Credit indicator Value of DEBIT or CREDIT is Record Layout: Enhanced ETF Create and Redeem Instruction Print Image Report 8

Component Totals 31 1 107 107 : Value of : is Component Totals 31 25 109 133 Value of Total Component Settlement Value Value of Total Component Settlement Value (sum of all Component Settlement values) formatted as: 99,999,999,999,999.999999 Break 32 32 132 132 --------------------- Hyphens (-) in each position in a row delineates a break between the Component Totals and ETF Totals. ETF Totals Header 33 29 55 83 *** ETF SHARES ISSUED *** Display for ETF Totals Header ETF Totals Header 34 132 1 132 Blank Line Display for ETF Totals Header section for readability. ETF Totals Header 35 15 57 71 TOTAL ETF UNITS Value of TOTAL ETF UNITS is ETF Totals Header 35 6 80 85 SHARES Value of SHARES is ETF Totals Header 36 6 2 7 SYMBOL Display for ETF Totals Header ETF Totals Header 36 11 18 28 DESCRIPTION Display for ETF Totals Header ETF Totals Header 36 10 33 42 CUSIP/ISIN Display for ETF Totals Header ETF Totals Header 36 9 60 68 Value of Total ETF Units RECEIVED or Value of RECEIVED or DELIVERED is DELIVERED ETF Totals Header 36 13 77 89 TO BE SETTLED Display for ETF Totals Header ETF Totals Header 36 14 96 109 SETTLING PRICE Display for ETF Totals Header ETF Totals Header 36 16 115 130 SETTLEMENT VALUE Display for ETF Totals Header Break 37 132 1 132 Blank Line Display for delimiting ETF Totals Header section and ETF Totals Detail ETF Totals Detail 38 22 108 129 Value of Total Settlement Value for ETF Value of Total ETF Settlement Value formatted as: 999,999,999,999.999999 ETF Totals Detail 38 15 2 16 Value of ETF Trading Symbol ETF Totals Detail 38 13 18 30 Value of ETF Description ETF Totals Detail 38 12 32 43 Value of ETF Trading ISIN or CUSIP ETF Totals Detail 38 17 56 72 Value of ETF create/redeem size 9,999,999,999,999 NOTE: No leading zeros will be ETF Totals Detail 38 17 74 90 Value of ETF create/redeem size * Number of Creation Units 9,999,999,999,999 NOTE: No leading zeros will be ETF Totals Detail 38 5 94 98 TOTAL Display for ETF Totals Header ETF Totals Detail 38 6 100 105 Value of Total Component Settlement Value Debit Debit or Credit indicator Credit Lines 32 through 38 will be printed only if SSI- ONLY-IND = N. Record Layout: Enhanced ETF Create and Redeem Instruction Print Image Report 9

ETF Totals Detail 38 1 106 106 : Display for ETF Totals Header ETF Totals Detail 38 22 108 129 Value of Settlement Value for Component 999,999,999,999.999999 Break 39 132 1 132 --------------------- Hyphens (-) in each position in a row delineates a break between SI Component Details and the section preceding. SI Header 40 41 88 128 *** SPECIAL SETTLEMENT INSTRUCTIONS *** Value of *** SPECIAL SETTLEMENT INSTRUCTIONS *** is SI Header 41 132 1 132 Blank Line Display for the SI Header SI Header 42 13 2 13 COMPONENT ID Display for the SI Header SI Header 42 14 30 43 COMPONENT NAME Value of COMPONENT NAME is SI Header 42 8 88 95 CURRENCY Value of CURRENCY is SI Header 42 4 97 100 TYPE Value of TYPE is SI Header 42 19 107 125 PLACE OF SETTLEMENT Display for SI Header section SI Details 43 132 1 132 Blank line Marks the beginning of each SI Component detail SI Details 44 25 2 26 Value of Component ID SI Details 44 60 30 89 Value of Component Name SI Details 44 3 91 93 Value of Currency SI Details 44 1 98 98 Value Of Place of Settlement ID Type SI Details 44 33 101 133 Value of Place of Settlement ID SI Details 45 19 6 24 COMPONENT QUANTITY: Value of COMPONENT QUANTITY: is SI Details 45 17 26 42 Value of Component Quantity Value of Component Quantity formatted as: 9,999,999,999,999 SI Details 45 16 51 66 SETTLEMENT CODE: Value of SETTLEMENT CODE: is SI Details 45 1 70 70 Value of Settlement Code Formatted as 9 SI Details 45 16 77 92 SETTLEMENT DATE: Value of SETTLEMENT DATE: is SI Details 45 10 95 104 Value of settlement date MM/DD/YYYY SI Details 46 3 6 8 91: Value of 91: is SI Details 46 16 11 26 PARTY QUALIFIER: Value of PARTY QUALIFIER is SI Details 46 4 29 32 Value of Party Qualifier SI Details 46 9 36 44 PARTY ID: Value of PARTY ID: is SI Details 46 1 45 45 Value of Settlement Party ID Code Lines 39 through 46 will be printed only if SI components exist for the instruction. Record Layout: Enhanced ETF Create and Redeem Instruction Print Image Report 10

SI Details 46 34 48 81 Value of Settlement Party ID SI Details 46 8 85 92 ACCT NO: Value of ACCT NO is SI Details 46 35 95 129 Value of Account Number SI Details 47 3 6 8 92: Value of 92: is SI Details 47 14 11 24 AMT QUALIFIER: Value of AMT QUALIFIER is SI Details 47 4 27 30 Value of Amount Qualifier SI Details 47 9 33 41 CASH AMT: Value of CASH AMT: is SI Details 47 1 43 43 Sign field for Cash Amount SI Details 47 18 45 62 Value for Cash Amount Cash Amount has a format of: 999,999,999,999.99 SI Details 47 3 64 66 Value of Currency SI Details 47 13 68 80 XRT FROM CCY: Value of XRT FROM CCY: is SI Details 47 3 82 84 Value for Exchange Rate From Currency SI Details 47 11 86 96 XRT TO CCY: Value of XRT TO CCY: is SI Details 47 3 98 100 Value of Exchange Rate To Currency SI Details 47 4 104 107 XRT: Value of XRT: is SI Details 47 18 109 126 Value of Exchange Rate Value of Exchange Rate has a format of: 999,999,999.999999 Record Layout: Enhanced ETF Create and Redeem Instruction Print Image Report 11

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