NPORT-P false 0001096012 XXXXXXXX S000081302 C000243995 AMERICAN BEACON SELECT FUNDS 811-09603 0001096012 549300HER2YKJJ5HAP90 220 EAST LAS COLINAS BOULEVARD SUITE 1200 IRVING 75039 817-391-6100 American Beacon AHL Trend ETF S000081302 5493000JZMOMGDU1D795 2026-01-31 2025-04-30 N 47764462.37 1643363.16 46121099.21 0.00000000 10493318.76000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 4435884.22000000 EUR GBP USD N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC -16060.10000000 -0.03482158984 N/A DFE US N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 50000000.00000000 JPY 334071.03000000 USD 2025-05-13 -16060.10000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC 383.79000000 0.000832135414 N/A DFE JP N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 69642.44000000 USD 10000000.00000000 JPY 2025-05-13 383.79000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC 6126.15000000 0.013282749338 N/A DFE AU N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 506370.64000000 USD 800000.00000000 AUD 2025-05-14 6126.15000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC 155.02000000 0.000336115146 N/A DFE AU N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 63900.00000000 USD 100000.00000000 AUD 2025-05-01 155.02000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC -2130.97000000 -0.00462037990 N/A DFE XX N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 343055.97000000 USD 300000.00000000 EUR 2025-06-25 -2130.97000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC -2054.58000000 -0.00445475072 N/A DFE GB N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 401911.50000000 USD 300000.00000000 GBP 2025-06-04 -2054.58000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC 1908.77000000 0.004138604744 N/A DFE CA N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 289016.13000000 USD 400000.00000000 CAD 2025-06-23 1908.77000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC -1628.24000000 -0.00353035818 N/A DFE US N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 100000.00000000 GBP 131657.40000000 USD 2025-06-04 -1628.24000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC -52642.18000000 -0.11413904026 N/A DFE US N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 1050000.00000000 GBP 1346857.05000000 USD 2025-06-04 -52642.18000000 N N N NatWest Markets PLC RR3QWICWWIPCS8A4S074 000000000 1.00000000 NC 9499.66000000 0.020597210740 N/A DFE CH N 2 NatWest Markets PLC RR3QWICWWIPCS8A4S074 356545.22000000 USD 300000.00000000 CHF 2025-07-02 9499.66000000 N N N FORWARDS HSBC COCLLATERAL N/A 000000000 230000.00000000 NS USD 230000.00000000 0.498687160409 Long STIV CORP US N 1 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC 10163.03000000 0.022035532921 N/A DFE JP N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 690099.22000000 USD 100000000.00000000 JPY 2025-05-13 10163.03000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC -2446.17000000 -0.00530379813 N/A DFE XX N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 570654.50000000 USD 500000.00000000 EUR 2025-06-25 -2446.17000000 N N N NatWest Markets PLC RR3QWICWWIPCS8A4S074 000000000 1.00000000 NC -199.98000000 -0.00043359764 N/A DFE CH N 2 NatWest Markets PLC RR3QWICWWIPCS8A4S074 121360.70000000 USD 100000.00000000 CHF 2025-05-02 -199.98000000 N N N New York Mercantile Exchange 5493008GFNDTXFPHWI47 000000000 -21.00000000 NC USD 40425.14000000 0.087649992503 N/A DCO US N 1 New York Mercantile Exchange 5493008GFNDTXFPHWI47 Short NYMEX Light Sweet Crude Oil Futures CLM5 Comdty 2025-05-20 -1262835.14000000 USD 40425.14000000 N N N NatWest Markets PLC RR3QWICWWIPCS8A4S074 000000000 1.00000000 NC -2009.45000000 -0.00435689962 N/A DFE CH N 2 NatWest Markets PLC RR3QWICWWIPCS8A4S074 124024.41000000 USD 100000.00000000 CHF 2025-07-02 -2009.45000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC 11053.02000000 0.023965213729 N/A DFE GB N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 388803.90000000 USD 300000.00000000 GBP 2025-06-04 11053.02000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC 17128.88000000 0.037138924035 N/A DFE JP N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 683133.37000000 USD 100000000.00000000 JPY 2025-05-13 17128.88000000 N N N United States Treasury 254900HROIFWPRGM1V77 912797LW5 9000000.00000000 PA USD 8926762.50000000 19.35505149032 Long DBT UST US N 2 2025-07-10 None 0.00000000 N N N N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC -1632.76000000 -0.00354015846 N/A DFE JP N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 281737.66000000 USD 40000000.00000000 JPY 2025-05-13 -1632.76000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC -80.01000000 -0.00017347808 N/A DFE NZ N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 59480.00000000 USD 100000.00000000 NZD 2025-05-01 -80.01000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC 4153.74000000 0.009006160024 N/A DFE GB N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 129131.90000000 USD 100000.00000000 GBP 2025-06-04 4153.74000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC -252.03000000 -0.00054645271 N/A DFE XX N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 113893.70000000 USD 100000.00000000 EUR 2025-06-25 -252.03000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC 627.35000000 0.001360223435 N/A DFE GB N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 132658.29000000 USD 100000.00000000 GBP 2025-06-04 627.35000000 N N N NatWest Markets PLC RR3QWICWWIPCS8A4S074 000000000 1.00000000 NC 7736.42000000 0.016774144876 N/A DFE CH N 2 NatWest Markets PLC RR3QWICWWIPCS8A4S074 236293.50000000 USD 200000.00000000 CHF 2025-07-02 7736.42000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC -937.77000000 -0.00203327764 N/A DFE AU N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 705620.85000000 USD 1100000.00000000 AUD 2025-05-14 -937.77000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC -704.95000000 -0.00152847614 N/A DFE XX N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 113990.00000000 USD 100000.00000000 EUR 2025-05-02 -704.95000000 N N N United States Treasury 254900HROIFWPRGM1V77 912797NX1 2000000.00000000 PA USD 1985317.50000000 4.304575419940 Long DBT UST US N 2 2025-07-03 None 0.00000000 N N N N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC -5654.92000000 -0.01226102607 N/A DFE XX N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 346579.92000000 USD 300000.00000000 EUR 2025-06-25 -5654.92000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC 881.71000000 0.001911728070 N/A DFE AU N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 447552.98000000 USD 700000.00000000 AUD 2025-05-14 881.71000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC -401.46000000 -0.00087044759 N/A DFE GB N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 67036.50000000 USD 50000.00000000 GBP 2025-05-01 -401.46000000 N N N United States Treasury 254900HROIFWPRGM1V77 912797NM5 1200000.00000000 PA USD 1197039.00000000 2.595425999171 Long DBT UST US N 2 2025-05-22 None 0.00000000 N N N N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC -7458.34000000 -0.01617121041 N/A DFE US N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 7100000.00000000 CAD 5156458.57000000 USD 2025-06-23 -7458.34000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC 1436.77000000 0.003115211962 N/A DFE CA N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 216756.90000000 USD 300000.00000000 CAD 2025-06-23 1436.77000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC -632.10000000 -0.00137052240 N/A DFE JP N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 350763.23000000 USD 50000000.00000000 JPY 2025-05-13 -632.10000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC -352.00000000 -0.00076320817 N/A DFE JP N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 70291.85000000 USD 10000000.00000000 JPY 2025-05-01 -352.00000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC 16454.51000000 0.035676751599 N/A DFE AU N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 239793.88000000 USD 400000.00000000 AUD 2025-05-14 16454.51000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 -27.00000000 NC USD 88955.65000000 0.192874089134 N/A DE US N 1 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Short CME E-mini Russell 2000 Index Futures RTYM5 Index 2025-06-20 -2748185.65000000 USD 88955.65000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC -80386.43000000 -0.17429426309 N/A DFE US N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 7865076.00000000 AUD 4958146.27000000 USD 2025-05-14 -80386.43000000 N N N Eurex Deutschland 529900LN3S50JPU47S06 000000000 4.00000000 NC -38840.58000000 -0.08421434151 N/A DE DE N 1 Eurex Deutschland 529900LN3S50JPU47S06 Long Eurex DAX Index Futures GXM5 Index 2025-06-20 2294668.10000000 EUR -38840.58000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC -6508.48000000 -0.01411171917 N/A DFE US N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 200000.00000000 GBP 260062.80000000 USD 2025-06-04 -6508.48000000 N N N Commodities Exchange Center N/A 000000000 19.00000000 NC USD -73145.94000000 -0.15859539614 N/A DCO US N 1 Commodities Exchange Center N/A Long COMEX Copper Futures HGN5 Comdty 2025-07-29 2262420.94000000 USD -73145.94000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC 5241.17000000 0.011363931237 N/A DFE XX N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 108400.50000000 USD 100000.00000000 EUR 2025-06-25 5241.17000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC 9723.57000000 0.021082693531 N/A DFE AU N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 1143394.20000000 USD 1800000.00000000 AUD 2025-05-14 9723.57000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC -197.98000000 -0.00042926123 N/A DFE AU N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 64253.00000000 USD 100000.00000000 AUD 2025-05-01 -197.98000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC -448.36000000 -0.00097213641 N/A DFE GB N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 67083.40000000 USD 50000.00000000 GBP 2025-05-01 -448.36000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC -636.95000000 -0.00138103820 N/A DFE XX N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 113922.00000000 USD 100000.00000000 EUR 2025-05-02 -636.95000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC 1320.95000000 0.002864090454 N/A DFE AU N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 511175.84000000 USD 800000.00000000 AUD 2025-05-14 1320.95000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC -30715.24000000 -0.06659693833 N/A DFE US N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 1112372.21000000 EUR 1230198.01000000 USD 2025-05-15 -30715.24000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC -101701.13000000 -0.22050890317 N/A DFE US N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 1900000.00000000 GBP 2430726.05000000 USD 2025-06-04 -101701.13000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC -222.98000000 -0.00048346636 N/A DFE AU N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 64278.00000000 USD 100000.00000000 AUD 2025-05-01 -222.98000000 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 -19.00000000 NC USD -54832.07000000 -0.11888717081 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short CBOT U.S. Long Bond Futures USM5 Comdty 2025-06-18 -2161042.93000000 USD -54832.07000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC 125627.91000000 0.272387068287 N/A DFE GB N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 3956339.47000000 USD 3062571.00000000 GBP 2025-06-04 125627.91000000 N N N Eurex Deutschland 529900LN3S50JPU47S06 000000000 73.00000000 NC 20676.73000000 0.044831390305 N/A DIR DE N 1 Eurex Deutschland 529900LN3S50JPU47S06 Long Eurex 5 Year Euro BOBL Futures OEM5 Comdty 2025-06-06 8714800.66000000 EUR 20676.73000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC 575.64000000 0.001248105552 N/A DFE GB N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 265995.64000000 USD 200000.00000000 GBP 2025-06-04 575.64000000 N N N United States Treasury 254900HROIFWPRGM1V77 912797LN5 8000000.00000000 PA USD 7960496.64000000 17.25998897761 Long DBT UST US N 2 2025-06-12 None 0.00000000 N N N N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC -392.54000000 -0.00085110720 N/A DFE JP N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 70332.39000000 USD 10000000.00000000 JPY 2025-05-01 -392.54000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC 335.41000000 0.000727237654 N/A DFE JP N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 69604.44000000 USD 10000000.00000000 JPY 2025-05-01 335.41000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC -1547.01000000 -0.00335423488 N/A DFE AU N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 449981.70000000 USD 700000.00000000 AUD 2025-05-14 -1547.01000000 N N N NatWest Markets PLC RR3QWICWWIPCS8A4S074 000000000 1.00000000 NC 2334.34000000 0.005061327765 N/A DFE CH N 2 NatWest Markets PLC RR3QWICWWIPCS8A4S074 119680.62000000 USD 100000.00000000 CHF 2025-07-02 2334.34000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC -25771.87000000 -0.05587869855 N/A DFE US N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 507000.00000000 GBP 649922.24000000 USD 2025-05-15 -25771.87000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC -3396.91000000 -0.00736519740 N/A DFE JP N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 633632.94000000 USD 90000000.00000000 JPY 2025-05-13 -3396.91000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC -2609.77000000 -0.00565851648 N/A DFE US N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 100000.00000000 EUR 111031.90000000 USD 2025-06-25 -2609.77000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC -116124.69000000 -0.25178213873 N/A DFE US N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 360000000.00000000 JPY 2404819.42000000 USD 2025-05-13 -116124.69000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC 11079.12000000 0.024021803881 N/A DFE GB N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 388777.80000000 USD 300000.00000000 GBP 2025-06-04 11079.12000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC -47.98000000 -0.00010403047 N/A DFE AU N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 64103.00000000 USD 100000.00000000 AUD 2025-05-01 -47.98000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC 2670.98000000 0.005791232311 N/A DFE JP N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 207407.70000000 USD 30000000.00000000 JPY 2025-05-13 2670.98000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC -1655.65000000 -0.00358978868 N/A DFE GB N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 268195.80000000 USD 200000.00000000 GBP 2025-05-01 -1655.65000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC 836.59000000 0.001813898658 N/A DFE US N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 304000.00000000 EUR 345431.34000000 USD 2025-05-15 836.59000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC -842.29000000 -0.00182625742 N/A DFE JP N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 280947.19000000 USD 40000000.00000000 JPY 2025-05-13 -842.29000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC 3468.70000000 0.007520852840 N/A DFE US N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 403027.63000000 EUR 460314.78000000 USD 2025-05-15 3468.70000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC -4133.04000000 -0.00896127818 N/A DFE AU N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 1285375.00000000 USD 2000000.00000000 AUD 2025-05-14 -4133.04000000 N N N NatWest Markets PLC RR3QWICWWIPCS8A4S074 000000000 1.00000000 NC -602.82000000 -0.00130703736 N/A DFE CH N 2 NatWest Markets PLC RR3QWICWWIPCS8A4S074 122617.78000000 USD 100000.00000000 CHF 2025-07-02 -602.82000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC -2010.74000000 -0.00435969661 N/A DFE AU N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 770755.92000000 USD 1200000.00000000 AUD 2025-05-14 -2010.74000000 N N N Eurex Deutschland 529900LN3S50JPU47S06 000000000 18.00000000 NC -46151.93000000 -0.10006684747 N/A DE DE N 1 Eurex Deutschland 529900LN3S50JPU47S06 Long Eurex EURO STOXX 50 Futures VGM5 Index 2025-06-20 959859.90000000 EUR -46151.93000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC -4141.63000000 -0.00897990306 N/A DFE US N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 320000.00000000 GBP 422331.97000000 USD 2025-05-15 -4141.63000000 N N N United States Treasury 254900HROIFWPRGM1V77 912797PF8 2000000.00000000 PA USD 1980487.50000000 4.294102989571 Long DBT UST US N 2 2025-07-24 None 0.00000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 24.00000000 NC USD -12085.60000000 -0.02620405889 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CBOT 10 Year U.S. Treasury Notes TYM5 Comdty 2025-06-18 2705335.60000000 USD -12085.60000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC 3460.21000000 0.007502444779 N/A DFE XX N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 110181.46000000 USD 100000.00000000 EUR 2025-06-25 3460.21000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC -68678.22000000 -0.14890846310 N/A DFE US N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 6389872.00000000 AUD 4024807.85000000 USD 2025-05-14 -68678.22000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC -25960.34000000 -0.05628734016 N/A DFE US N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 80000000.00000000 JPY 534249.46000000 USD 2025-05-13 -25960.34000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC 137331.88000000 0.297763675090 N/A DFE XX N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 2930993.10000000 USD 2700000.00000000 EUR 2025-06-25 137331.88000000 N N N Osaka Exchange 3538001249AILNPRUX57 000000000 -1.00000000 NC -9990.92000000 -0.02166236315 N/A DE JP N 1 Osaka Exchange 3538001249AILNPRUX57 Short TSE TOPIX Futures TPM5 Index 2025-06-12 -25219895.00000000 JPY -9990.92000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC 47546.77000000 0.103091146599 N/A DFE AU N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 849322.60000000 USD 1400000.00000000 AUD 2025-05-14 47546.77000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC -276.49000000 -0.00059948701 N/A DFE JP N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 70216.34000000 USD 10000000.00000000 JPY 2025-05-01 -276.49000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC -2377.42000000 -0.00515473403 N/A DFE XX N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 456944.08000000 USD 400000.00000000 EUR 2025-06-25 -2377.42000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC -53502.98000000 -0.11600543117 N/A DFE US N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 5445052.00000000 AUD 3434711.58000000 USD 2025-05-14 -53502.98000000 N N N NatWest Markets PLC RR3QWICWWIPCS8A4S074 000000000 1.00000000 NC -1280.02000000 -0.00277534582 N/A DFE CH N 2 NatWest Markets PLC RR3QWICWWIPCS8A4S074 123294.98000000 USD 100000.00000000 CHF 2025-07-02 -1280.02000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC -633.70000000 -0.00137399153 N/A DFE XX N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 341558.70000000 USD 300000.00000000 EUR 2025-06-25 -633.70000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC -1535.90000000 -0.00333014612 N/A DFE XX N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 228106.00000000 USD 200000.00000000 EUR 2025-05-02 -1535.90000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC -343.46000000 -0.00074469170 N/A DFE GB N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 66978.50000000 USD 50000.00000000 GBP 2025-05-01 -343.46000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC 21856.22000000 0.047388766474 N/A DFE XX N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 700205.82000000 USD 637000.00000000 EUR 2025-05-15 21856.22000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC 516.12000000 0.001119053987 N/A DFE GB N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 199412.34000000 USD 150000.00000000 GBP 2025-06-04 516.12000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC -1158.54000000 -0.00251195227 N/A DFE XX N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 455725.20000000 USD 400000.00000000 EUR 2025-06-25 -1158.54000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 -10.00000000 NC USD -103515.90000000 -0.22444369664 N/A DE US N 1 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Short CME E-mini S&P 500 Index Futures ESM5 Index 2025-06-20 -2689984.10000000 USD -103515.90000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC 3199.65000000 0.006937497273 N/A DFE GB N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 396657.27000000 USD 300000.00000000 GBP 2025-06-04 3199.65000000 N N N Commodities Exchange Center N/A 000000000 31.00000000 NC USD 788585.44000000 1.709814929625 N/A DCO US N 1 Commodities Exchange Center N/A Long COMEX Gold 100 Troy Ounces Futures GCM5 Comdty 2025-06-26 9500624.56000000 USD 788585.44000000 N N N United States Treasury 254900HROIFWPRGM1V77 912797MH7 8000000.00000000 PA USD 7884026.80000000 17.09418668471 Long DBT UST US N 2 2025-09-04 None 0.00000000 N N N N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC 2020.46000000 0.004380771565 N/A DFE CA N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 361635.66000000 USD 500000.00000000 CAD 2025-06-23 2020.46000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC 8958.15000000 0.019423106026 N/A DFE AU N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 887911.22000000 USD 1400000.00000000 AUD 2025-05-14 8958.15000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC -17727.69000000 -0.03843726689 N/A DFE US N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 70000000.00000000 JPY 472455.89000000 USD 2025-05-13 -17727.69000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC 852.92000000 0.001849305447 N/A DFE CA N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 217340.75000000 USD 300000.00000000 CAD 2025-06-23 852.92000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 -4.00000000 NC USD -67471.36000000 -0.14629174316 N/A DE US N 1 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Short CME E-mini NASDAQ 100 Index Futures NQM5 Index 2025-06-20 -1505208.64000000 USD -67471.36000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC 539.63000000 0.001170028488 N/A DFE GB N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 465960.11000000 USD 350000.00000000 GBP 2025-06-04 539.63000000 N N N ICE Futures Europe 549300UF4R84F48NCH34 000000000 -22.00000000 NC USD 105731.40000000 0.229247354922 N/A DCO GB N 1 ICE Futures Europe 549300UF4R84F48NCH34 Short ICE Brent Crude Oil Futures CON5 Comdty 2025-05-30 -1449051.40000000 USD 105731.40000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC 19780.48000000 0.042888136533 N/A DFE GB N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 502649.68000000 USD 392000.00000000 GBP 2025-05-15 19780.48000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC 11890.96000000 0.025782039464 N/A DFE AU N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 1461537.30000000 USD 2300000.00000000 AUD 2025-05-14 11890.96000000 N N N NatWest Markets PLC RR3QWICWWIPCS8A4S074 000000000 1.00000000 NC 3907.81000000 0.008472933357 N/A DFE CH N 2 NatWest Markets PLC RR3QWICWWIPCS8A4S074 118107.15000000 USD 100000.00000000 CHF 2025-07-02 3907.81000000 N N N Commodities Exchange Center N/A 000000000 18.00000000 NC USD -22771.68000000 -0.04937367146 N/A DCO US N 1 Commodities Exchange Center N/A Long COMEX Silver Futures SIN5 Comdty 2025-07-29 2977291.68000000 USD -22771.68000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC 28656.40000000 0.062132951058 N/A DFE JP N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 1021736.98000000 USD 150000000.00000000 JPY 2025-05-13 28656.40000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC -528.64000000 -0.00114619991 N/A DFE XX N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 341453.64000000 USD 300000.00000000 EUR 2025-06-25 -528.64000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC -3785.68000000 -0.00820813047 N/A DFE JP N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 423943.03000000 USD 60000000.00000000 JPY 2025-05-13 -3785.68000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC 12441.58000000 0.026975896526 N/A DFE XX N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 442125.08000000 USD 400000.00000000 EUR 2025-06-25 12441.58000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC 12265.62000000 0.026594379167 N/A DFE GB N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 387591.30000000 USD 300000.00000000 GBP 2025-06-04 12265.62000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC 494.25000000 0.001071635343 N/A DFE GB N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 132791.39000000 USD 100000.00000000 GBP 2025-06-04 494.25000000 N N N NatWest Markets PLC RR3QWICWWIPCS8A4S074 000000000 1.00000000 NC -2362.41000000 -0.00512218928 N/A DFE CH N 2 NatWest Markets PLC RR3QWICWWIPCS8A4S074 124377.37000000 USD 100000.00000000 CHF 2025-07-02 -2362.41000000 N N N ICE Futures Europe - Financial Products Division N/A 000000000 13.00000000 NC -16446.38000000 -0.03565912409 N/A DE GB N 1 ICE Futures Europe - Financial Products Division N/A Long FTSE 100 Index Futures Z M5 Index 2025-06-20 1112632.93000000 GBP -16446.38000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC -3385.73000000 -0.00734095686 N/A DFE NZ N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 717517.20000000 USD 1200000.00000000 NZD 2025-07-01 -3385.73000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC 133782.19000000 0.290067219323 N/A DFE GB N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 4231131.95000000 USD 3274857.00000000 GBP 2025-06-04 133782.19000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC 875.76000000 0.001898827250 N/A DFE JP N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 209202.92000000 USD 30000000.00000000 JPY 2025-05-13 875.76000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC -297.77000000 -0.00064562641 N/A DFE JP N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 210376.45000000 USD 30000000.00000000 JPY 2025-05-13 -297.77000000 N N N NatWest Markets PLC RR3QWICWWIPCS8A4S074 000000000 1.00000000 NC -105377.12000000 -0.22847920323 N/A DFE US N 2 NatWest Markets PLC RR3QWICWWIPCS8A4S074 1400000.00000000 CHF 1602832.34000000 USD 2025-07-02 -105377.12000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC -191.88000000 -0.00041603518 N/A DFE AU N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 64246.90000000 USD 100000.00000000 AUD 2025-05-01 -191.88000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC 126344.91000000 0.273941671304 N/A DFE GB N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 3955623.81000000 USD 3062572.00000000 GBP 2025-06-04 126344.91000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC 17833.45000000 0.038666576264 N/A DFE XX N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 777658.21000000 USD 700000.00000000 EUR 2025-06-25 17833.45000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC 4458.94000000 0.009667896204 N/A DFE AU N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 700224.14000000 USD 1100000.00000000 AUD 2025-05-14 4458.94000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC -66.98000000 -0.00014522637 N/A DFE AU N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 64122.00000000 USD 100000.00000000 AUD 2025-05-01 -66.98000000 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 38.00000000 NC USD 12097.54000000 0.026229947263 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CBOT 5 Year U.S. Treasury Notes FVM5 Comdty 2025-06-30 4137324.35000000 USD 12097.54000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC 1486.52000000 0.003223080163 N/A DFE XX N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 339438.48000000 USD 300000.00000000 EUR 2025-06-25 1486.52000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC -1205.50000000 -0.00261377118 N/A DFE XX N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 342130.50000000 USD 300000.00000000 EUR 2025-06-25 -1205.50000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC 941.59000000 0.002041560188 N/A DFE JP N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 209137.09000000 USD 30000000.00000000 JPY 2025-05-13 941.59000000 N N N United States Treasury 254900HROIFWPRGM1V77 912797QE0 1500000.00000000 PA USD 1472707.98000000 3.193132872428 Long DBT UST US N 2 2025-10-09 None 0.00000000 N N N N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC -194.01000000 -0.00042065346 N/A DFE NZ N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 59594.00000000 USD 100000.00000000 NZD 2025-05-01 -194.01000000 N N N United States Treasury 254900HROIFWPRGM1V77 912797PY7 1900000.00000000 PA USD 1868254.84000000 4.050759569917 Long DBT UST US N 2 2025-09-25 None 0.00000000 N N N N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC 4110.40000000 0.008912190018 N/A DFE AU N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 124013.80000000 USD 200000.00000000 AUD 2025-05-14 4110.40000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC 17401.39000000 0.037729781592 N/A DFE XX N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 780607.52000000 USD 704000.00000000 EUR 2025-05-15 17401.39000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC -4704.51000000 -0.01020034231 N/A DFE JP N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 284809.41000000 USD 40000000.00000000 JPY 2025-05-13 -4704.51000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC 280.27000000 0.000607682828 N/A DFE CA N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 145182.18000000 USD 200000.00000000 CAD 2025-06-23 280.27000000 N N N Eurex Deutschland 529900LN3S50JPU47S06 000000000 12.00000000 NC 4848.19000000 0.010511870018 N/A DIR DE N 1 Eurex Deutschland 529900LN3S50JPU47S06 Long Eurex 10 Year Euro BUND Futures RXM5 Comdty 2025-06-06 1577095.04000000 EUR 4848.19000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC -5464.99000000 -0.01184921889 N/A DFE JP N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 285569.89000000 USD 40000000.00000000 JPY 2025-05-13 -5464.99000000 N N N NatWest Markets PLC RR3QWICWWIPCS8A4S074 000000000 1.00000000 NC 7772.15000000 0.016851614842 N/A DFE CH N 2 NatWest Markets PLC RR3QWICWWIPCS8A4S074 236257.77000000 USD 200000.00000000 CHF 2025-07-02 7772.15000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC 10402.10000000 0.022553885701 N/A DFE XX N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 330522.90000000 USD 300000.00000000 EUR 2025-06-25 10402.10000000 N N N NatWest Markets PLC RR3QWICWWIPCS8A4S074 000000000 1.00000000 NC 281.14000000 0.000609569166 N/A DFE CH N 2 NatWest Markets PLC RR3QWICWWIPCS8A4S074 121733.82000000 USD 100000.00000000 CHF 2025-07-02 281.14000000 N N N United States Treasury 254900HROIFWPRGM1V77 912797NE3 7500000.00000000 PA USD 7493871.53000000 16.24825005986 Long DBT UST US N 2 2025-05-08 None 0.00000000 N N N N N N NatWest Markets PLC RR3QWICWWIPCS8A4S074 000000000 1.00000000 NC -1550.14000000 -0.00336102136 N/A DFE CH N 2 NatWest Markets PLC RR3QWICWWIPCS8A4S074 123565.10000000 USD 100000.00000000 CHF 2025-07-02 -1550.14000000 N N N ICE Futures Europe - Financial Products Division N/A 000000000 -17.00000000 NC -47441.07000000 -0.10286196732 N/A DIR GB N 1 ICE Futures Europe - Financial Products Division N/A Short Long Gilt Futures G M5 Comdty 2025-06-26 -1554322.25000000 GBP -47441.07000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC -6584.51000000 -0.01427656780 N/A DFE US N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 300000.00000000 AUD 185601.78000000 USD 2025-05-14 -6584.51000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC -150.98000000 -0.00032735559 N/A DFE AU N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 64206.00000000 USD 100000.00000000 AUD 2025-05-01 -150.98000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC -16121.49000000 -0.03495469595 N/A DFE US N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 350000.00000000 GBP 450378.25000000 USD 2025-06-04 -16121.49000000 N N N NatWest Markets PLC RR3QWICWWIPCS8A4S074 000000000 1.00000000 NC -528.73000000 -0.00114639505 N/A DFE CH N 2 NatWest Markets PLC RR3QWICWWIPCS8A4S074 122543.69000000 USD 100000.00000000 CHF 2025-07-02 -528.73000000 N N N FORWARDS NATIONAL WESTMIN COC N/A 000000000 110000.00000000 NS USD 110000.00000000 0.238502554978 Long STIV CORP US N 1 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC 5047.39000000 0.010943776463 N/A DFE GB N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 388107.96000000 USD 295000.00000000 GBP 2025-05-15 5047.39000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC 4590.88000000 0.009953969178 N/A DFE GB N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 261980.40000000 USD 200000.00000000 GBP 2025-06-04 4590.88000000 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 -17.00000000 NC USD -37766.79000000 -0.08188614462 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short CBOT Ultra Long-Term U.S. Treasury Bond Futures WNM5 Comdty 2025-06-18 -2019764.46000000 USD -37766.79000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC -2189.65000000 -0.00474761017 N/A DFE GB N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 335403.75000000 USD 250000.00000000 GBP 2025-06-04 -2189.65000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC -6585.23000000 -0.01427812891 N/A DFE US N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 200000.00000000 EUR 220698.10000000 USD 2025-06-25 -6585.23000000 N N N 2025-05-27 AMERICAN BEACON SELECT FUNDS Sonia Bates Sonia Bates Treasurer XXXX