NPORT-P false 0000809593 XXXXXXXX S000064066 C000207201 C000207200 C000213183 C000213182 C000207202 AMERICAN BEACON FUNDS 811-04984 0000809593 549300EXCES9V5RWB620 220 EAST LAS COLINAS BOULEVARD SUITE 1200 IRVING 75039 817-391-6100 American Beacon AHL TargetRisk Fund S000064066 549300OTXTODXR10Y134 2019-12-31 2019-12-31 N 144212489.49 868692.4 143343797.09 0 29344582.97 0 0 0 0 0 0 0 0 0 0 0 6935198.89 GBP USD EUR JPY KRW CAD N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 83.00000000 NC USD -263584.30000000 -0.18388259928 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long US Treasury Long Bond USH0 Comdty 2020-03-20 13203803.05 USD -263584.3 N N N Hong Kong Futures Exchange Ltd. 213800YTVSXYQN17BW16 000000000 25.00000000 NC 16175.72000000 0.011284562240 N/A DE HK N 1 Hong Kong Futures Exchange Ltd. 213800YTVSXYQN17BW16 Long Hang Seng China Enterprises Index HCF0 Index 2020-01-30 13887712 HKD 16175.72 N N N State Street Bank and Trust Company 571474TGEMMWANRLN572 000000000 1.00000000 NC -15.91000000 -0.00001109918 N/A DFE US N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 57900.05000000 HKD 7413.20000000 USD 2020-01-16 -15.91 N N N State Street Bank and Trust Company 571474TGEMMWANRLN572 000000000 1.00000000 NC 67.16000000 0.000046852393 N/A DFE US N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 19063.00000000 TRY 3259.98000000 USD 2020-01-16 67.16 N N N Singapore Exchange Derivatives Clearing Limited 549300ZLWT3FK3F0FW61 000000000 24.00000000 NC USD -6615.30000000 -0.00461498867 N/A DE SG N 1 Singapore Exchange Derivatives Clearing Limited 549300ZLWT3FK3F0FW61 Long MSCI Taiwan Index TWF0 Index 2020-01-30 1109655.3 USD -6615.3 N N N State Street Bank and Trust Company 571474TGEMMWANRLN572 000000000 1.00000000 NC -9069.45000000 -0.00632706136 N/A DFE US N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 1274515.36000000 EUR 1421710.41000000 USD 2020-01-16 -9069.45 N N N Eurex Deutschland 529900LN3S50JPU47S06 000000000 29.00000000 NC 9790.46000000 0.006830054874 N/A DIR DE N 1 Eurex Deutschland 529900LN3S50JPU47S06 Long Long-Term Euro-BTP (FBTP) IKH0 Comdty 2020-03-06 4122617.98 EUR 9790.46 N N N Eurex Deutschland 529900LN3S50JPU47S06 000000000 82.00000000 NC -36000.78000000 -0.02511498978 N/A DIR DE N 1 Eurex Deutschland 529900LN3S50JPU47S06 Long Euro-Bobl (FGBM) OEH0 Comdty 2020-03-06 10989731.98 EUR -36000.78 N N N United States Treasury 254900HROIFWPRGM1V77 912796SZ3 17000000.00000000 PA USD 16857811.49000000 11.76040528591 Long DBT UST US N 2 2020-07-16 None 0.00000000 N N N N N N Osaka Exchange 3538001249AILNPRUX57 000000000 15.00000000 NC -17783.67000000 -0.01240630593 N/A DIR JP N 1 Osaka Exchange 3538001249AILNPRUX57 Long Japan Government Ten Year Bond JBH0 Comdty 2020-03-13 2284632640 JPY -17783.67 N N N State Street Bank and Trust Company 571474TGEMMWANRLN572 000000000 1.00000000 NC -482.39000000 -0.00033652659 N/A DFE US N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 7361165.00000000 JPY 67301.03000000 USD 2020-01-16 -482.39 N N N State Street Bank and Trust Company 571474TGEMMWANRLN572 000000000 1.00000000 NC -180.10000000 -0.00012564199 N/A DFE US N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 21680.44000000 GBP 28548.59000000 USD 2020-01-16 -180.1 N N N South African Futures Exchange N/A 000000000 27.00000000 NC -12760.66000000 -0.00890213616 N/A DE ZA N 1 South African Futures Exchange N/A Long FTSE/JSE TOP 40 AIH0 Index 2020-03-19 14045638.68 ZAR -12760.66 N N N DEUTSCHLAND I/L BOND 529900AQBND3S6YJLY83 000000000 13786630.00000000 PA 18346651.93000000 12.79905534976 Long DBT NUSS DE Y 2 2030-04-15 Fixed 0.50000000 N N N N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 56.00000000 NC USD 207643.40000000 0.144856913389 N/A DE US N 1 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Long NASDAQ 100 Stock Index NQH0 Index 2020-03-20 9594876.6 USD 207643.4 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 121.00000000 NC USD 328179.15000000 0.228945483977 N/A DE US N 1 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Long E-mini S&P 500 Index ESH0 Index 2020-03-20 19219975.85 USD 328179.15 N N N ICE Futures Europe - Financial Products Division 549300UF4R84F48NCH34 000000000 229.00000000 NC 320190.50000000 0.223372414084 N/A DE GB N 1 ICE Futures Europe - Financial Products Division 549300UF4R84F48NCH34 Long FTSE 100 Index Z H0 Index 2020-03-20 16931011.32 GBP 320190.5 N N N State Street Bank and Trust Company 571474TGEMMWANRLN572 000000000 1.00000000 NC -114.09000000 -0.00007959186 N/A DFE US N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 18041.48000000 EUR 20139.40000000 USD 2020-01-16 -114.09 N N N State Street Bank and Trust Company 571474TGEMMWANRLN572 000000000 1.00000000 NC -82.22000000 -0.00005735860 N/A DFE US N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 12955.15000000 SGD 9550.95000000 USD 2020-01-16 -82.22 N N N State Street Bank and Trust Company 571474TGEMMWANRLN572 000000000 1.00000000 NC -11.67000000 -0.00000814126 N/A DFE US N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 13888.03000000 SEK 1472.06000000 USD 2020-01-16 -11.67 N N N Italian Derivatives Market N/A 000000000 20.00000000 NC -16404.67000000 -0.01144428313 N/A DE IT N 1 Italian Derivatives Market N/A Long FTSE/MIB Index STZ7 Index 2020-03-20 2355614.41 EUR -16404.67 N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 55000000.00000000 OU Notional Amount USD 1426279.80000000 0.995006291834 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 Markit CDX.NA.IG.S33.V1 2I65BYDV4 Y sell protection 2024-12-20 1357737.91 USD 0 USD 55000000 USD 68541.89 N N N NYSE Euronext - Euronext Paris 549300HIIRNTNKXV3M12 000000000 65.00000000 NC 1420.65000000 0.000991078811 N/A DE FR N 1 NYSE Euronext - Euronext Paris 549300HIIRNTNKXV3M12 Long CAC 40 Index CFF0 Index 2020-01-17 3879234.39 EUR 1420.65 N N N State Street Bank and Trust Company 571474TGEMMWANRLN572 000000000 1.00000000 NC -124885.68000000 -0.08712318393 N/A DFE US N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 17279981.61000000 GBP 22772769.36000000 USD 2020-01-16 -124885.68 N N N Eurex Deutschland 529900LN3S50JPU47S06 000000000 40.00000000 NC -62202.82000000 -0.04339414837 N/A DIR DE N 1 Eurex Deutschland 529900LN3S50JPU47S06 Long Euro-OAT OATH0 Comdty 2020-03-06 6566214.56 EUR -62202.82 N N N State Street Bank and Trust Company 571474TGEMMWANRLN572 000000000 1.00000000 NC 2330.40000000 0.001625741781 N/A DFE XX N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 1422576.73000000 USD 1269284.03000000 EUR 2020-01-16 2330.4 N N N United States Treasury 254900HROIFWPRGM1V77 912796TX7 6500000.00000000 PA USD 6457276.74000000 4.504747935444 Long DBT UST US N 2 2020-06-04 None 0.00000000 N N N N N N State Street Bank and Trust Company 571474TGEMMWANRLN572 000000000 1.00000000 NC -12571.35000000 -0.00877006906 N/A DFE US N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 946981.35000000 GBP 1242270.97000000 USD 2020-01-16 -12571.35 N N N United States Treasury 254900HROIFWPRGM1V77 9128285W6 9171990.00000000 PA USD 9739709.40000000 6.794650063500 Long DBT UST US N 2 2029-01-15 Fixed 0.88000000 N N N N N N State Street Bank and Trust Company 571474TGEMMWANRLN572 000000000 1.00000000 NC -2588.51000000 -0.00180580538 N/A DFE US N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 211877.27000000 EUR 235266.40000000 USD 2020-01-16 -2588.51 N N N ASX - Trade24 549300USWUR0S7VMM868 000000000 11.00000000 NC -34896.47000000 -0.02434459719 N/A DE AU N 1 ASX - Trade24 549300USWUR0S7VMM868 Long S&P/ASX 200 XPH0 Index 2020-03-19 1865467.88 AUD -34896.47 N N N United States Treasury 254900HROIFWPRGM1V77 9128286N5 12243480.00000000 PA USD 12441417.28000000 8.679424943786 Long DBT UST US N 2 2024-04-15 Fixed 0.50000000 N N N N N N J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 000000000 20882791.20000000 OU Notional Amount USD 637868.57000000 0.444992097983 N/A DE US N 2 J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 Bloomberg Commodity ex-Agriculture and Livestock Capped Index BBUXALC Index Y equity-performance leg 2020-01-06 484.27 USD 0 USD 20882791.2 USD 637384.3 N N N Singapore Exchange Derivatives Clearing Limited 549300ZLWT3FK3F0FW61 000000000 68.00000000 NC -22089.03000000 -0.01540982619 N/A DE SG N 1 Singapore Exchange Derivatives Clearing Limited 549300ZLWT3FK3F0FW61 Long Nikkei 225 Index NIH0 Index 2020-03-12 797150525 JPY -22089.03 N N N TSY 0 1/8% 2028 I/L GILT ECTRVYYCEF89VWYS6K36 000000000 4160240.00000000 PA 6832286.45000000 4.766363518129 Long DBT NUSS GB Y 2 2028-08-10 Fixed 0.13000000 N N N N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 10000000.00000000 OU Notional Amount 1529366.27000000 1.066921834810 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 iTraxx Europe Crossover S32.V1 2I667KHC5 Y sell protection 2024-12-20 1251980.04 EUR 0 EUR 10000000 EUR 140752.02 N N N TSY 0 1/8% 2029 I/L GILT ECTRVYYCEF89VWYS6K36 000000000 9785840.00000000 PA 16278330.69000000 11.35614586781 Long DBT NUSS GB Y 2 2029-03-22 Fixed 0.13000000 N N N N N N Eurex Deutschland 529900LN3S50JPU47S06 000000000 131.00000000 NC 15305.33000000 0.010677357730 N/A DE DE N 1 Eurex Deutschland 529900LN3S50JPU47S06 Long EURO STOXX 50 Index VGH0 Index 2020-03-20 4871354.96 EUR 15305.33 N N N State Street Bank and Trust Company 571474TGEMMWANRLN572 000000000 1.00000000 NC -41.74000000 -0.00002911880 N/A DFE US N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 3726.69000000 EUR 4141.87000000 USD 2020-01-16 -41.74 N N N State Street Bank and Trust Company 571474TGEMMWANRLN572 000000000 1.00000000 NC -1883.81000000 -0.00131419010 N/A DFE US N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 297976.94000000 EUR 332627.19000000 USD 2020-01-16 -1883.81 N N N State Street Bank and Trust Company 571474TGEMMWANRLN572 000000000 1.00000000 NC 31.32000000 0.000021849567 N/A DFE US N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 1767257.00000000 JPY 16304.66000000 USD 2020-01-16 31.32 N N N Singapore Exchange Derivatives Clearing Limited 549300ZLWT3FK3F0FW61 000000000 10.00000000 NC USD -1715.00000000 -0.00119642428 N/A DE SG N 1 Singapore Exchange Derivatives Clearing Limited 549300ZLWT3FK3F0FW61 Long SGX Nifty 50 Index IHF0 Index 2020-01-30 246615 USD -1715 N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 20000000.00000000 OU Notional Amount USD 1927246.20000000 1.344492220190 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 Markit CDX.NA.HY.S33.V2 2I65BRSP6 Y sell protection 2024-12-20 0 USD -225418.03 USD 20000000 USD 2152664.23 N N N State Street Bank and Trust Company 571474TGEMMWANRLN572 000000000 1.00000000 NC -230142.23000000 -0.16055262569 N/A DFE US N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 18884250.32000000 EUR 20969449.24000000 USD 2020-01-16 -230142.23 N N N Singapore Exchange Derivatives Clearing Limited 549300ZLWT3FK3F0FW61 000000000 45.00000000 NC -3032.13000000 -0.00211528511 N/A DE SG N 1 Singapore Exchange Derivatives Clearing Limited 549300ZLWT3FK3F0FW61 Long MSCI Singapore Index QZF0 Index 2020-01-30 1675827.15 SGD -3032.13 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 121.00000000 NC USD -48957.44000000 -0.03415386015 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long 5 Year US Treasury Note FVH0 Comdty 2020-03-31 14400691.82 USD -48957.44 N N N United States Treasury 254900HROIFWPRGM1V77 912828YL8 3008910.00000000 PA USD 3026228.99000000 2.111168429632 Long DBT UST US N 2 2024-10-15 Fixed 0.13000000 N N N N N N State Street Bank and Trust Company 571474TGEMMWANRLN572 000000000 1.00000000 NC -4951.24000000 -0.00345410132 N/A DFE US N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 695790.33000000 EUR 776147.85000000 USD 2020-01-16 -4951.24 N N N Korea Exchange (Futures Market) N/A 000000000 55.00000000 NC 184191.92000000 0.128496610065 N/A DE KR N 1 Korea Exchange (Futures Market) N/A Long Korea Stock Exchange KOSPI 200 Index KMH0 Index 2020-03-12 3845991250 KRW 184191.92 N N N Euronext Eqf, Equities And Indices Derivatives N/A 000000000 26.00000000 NC -24418.92000000 -0.01703521219 N/A DE NL N 1 Euronext Eqf, Equities And Indices Derivatives N/A Long Amsterdam Index EOF0 Index 2020-01-17 3165830.06 EUR -24418.92 N N N United States Treasury 254900HROIFWPRGM1V77 912828Y38 6150840.00000000 PA USD 6470805.16000000 4.514185679019 Long DBT UST US N 2 2028-07-15 Fixed 0.75000000 N N N N N N The Montreal Exchange / Bourse De Montreal N/A 000000000 47.00000000 NC -2775.11000000 -0.00193598192 N/A DE CA N 1 The Montreal Exchange / Bourse De Montreal N/A Long S&P/TSX 60 Index PTH0 Index 2020-03-19 9520158.62 CAD -2775.11 N N N Osaka Exchange 3538001249AILNPRUX57 000000000 25.00000000 NC 4414.77000000 0.003079847255 N/A DE JP N 1 Osaka Exchange 3538001249AILNPRUX57 Long TOPIX Index TPH0 Index 2020-03-12 429770225 JPY 4414.77 N N N State Street Bank and Trust Company 571474TGEMMWANRLN572 000000000 1.00000000 NC -172.75000000 -0.00012051445 N/A DFE US N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 95432.00000000 GBP 126283.92000000 USD 2020-01-16 -172.75 N N N The Montreal Exchange / Bourse De Montreal N/A 000000000 30.00000000 NC -53262.23000000 -0.03715698277 N/A DIR CA N 1 The Montreal Exchange / Bourse De Montreal N/A Long Canadian Government Bond CNH0 Comdty 2020-03-20 4193467.8 CAD -53262.23 N N N Nasdaq Nordic N/A 000000000 56.00000000 NC -13455.54000000 -0.00938690077 N/A DE SE N 1 Nasdaq Nordic N/A Long OMXS30 Index QCF0 Index 2020-01-17 10028158 SEK -13455.54 N N N FRANCE (GOVT OF) 969500KCGF3SUYJHPV70 000000000 6840925.00000000 PA 9097541.25000000 6.346658477511 Long DBT NUSS FR Y 2 2030-07-25 Fixed 0.70000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 9128285W6 1019110.00000000 PA USD 1082189.93000000 0.754961115841 Long DBT UST US N 2 2029-01-15 Fixed 0.88000000 N N N N N N State Street Bank and Trust Company 571474TGEMMWANRLN572 000000000 1.00000000 NC 86.34000000 0.000060232812 N/A DFE US N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 20718.00000000 TRY 3556.36000000 USD 2020-01-16 86.34 N N N State Street Bank and Trust Company 571474TGEMMWANRLN572 000000000 1.00000000 NC -201893.27000000 -0.14084548763 N/A DFE US N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 16566290.67000000 EUR 18395540.49000000 USD 2020-01-16 -201893.27 N N N Eurex Deutschland 529900LN3S50JPU47S06 000000000 73.00000000 NC -160403.46000000 -0.11190122157 N/A DIR DE N 1 Eurex Deutschland 529900LN3S50JPU47S06 Long Euro-Bund (FGBL) RXH0 Comdty 2020-03-06 12588668.47 EUR -160403.46 N N N State Street Bank and Trust Company 571474TGEMMWANRLN572 000000000 1.00000000 NC 13681.20000000 0.009544326491 N/A DFE XX N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 1243470.41000000 USD 1119850.15000000 EUR 2020-01-16 13681.2 N N N Hong Kong Futures Exchange Ltd. 213800YTVSXYQN17BW16 000000000 10.00000000 NC 14054.72000000 0.009804902817 N/A DE HK N 1 Hong Kong Futures Exchange Ltd. 213800YTVSXYQN17BW16 Long Hang Seng Index HIF0 Index 2020-01-30 14025488.4 HKD 14054.72 N N N Korea Exchange (Futures Market) N/A 000000000 17.00000000 NC -6673.18000000 -0.00465536712 N/A DIR KR N 1 Korea Exchange (Futures Market) N/A Long 10 Year Korea Treasury Bond KAAH0 Comdty 2020-03-17 2222477200 KRW -6673.18 N N N Eurex Deutschland 529900LN3S50JPU47S06 000000000 11.00000000 NC -24636.81000000 -0.01718721737 N/A DE DE N 1 Eurex Deutschland 529900LN3S50JPU47S06 Long DAX Index GXH0 Index 2020-03-20 3664735.67 EUR -24636.81 N N N State Street Bank and Trust Company 571474TGEMMWANRLN572 000000000 1.00000000 NC -1.27000000 -0.00000088598 N/A DFE US N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 24031.97000000 SEK 2566.19000000 USD 2020-01-16 -1.27 N N N SWAP CCPC JP MORGAN COC SWAP CCPC CASH COLLATERAL N/A 000000000 2210000.00000000 NS USD 2210000.00000000 1.541747912965 Long STIV CORP US N 1 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 45.00000000 NC USD -280855.86000000 -0.19593164524 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long US Treasury Ultra Long Bond WNH0 Comdty 2020-03-20 8455387.11 USD -280855.86 N N N ICE Futures Europe - Financial Products Division 5R6J7JCQRIPQR1EEP713 000000000 179.00000000 NC -341638.32000000 -0.23833491712 N/A DIR GB N 1 ICE Futures Europe - Financial Products Division 5R6J7JCQRIPQR1EEP713 Long United Kingdom Gilt G H0 Comdty 2020-03-27 23774908.76 GBP -341638.32 N N N United States Treasury 254900HROIFWPRGM1V77 9128287D6 7041930.00000000 PA USD 7110263.83000000 4.960287068114 Long DBT UST US N 2 2029-07-15 Fixed 0.25000000 N N N N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 45000000.00000000 OU Notional Amount 1402910.81000000 0.978703535472 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 iTraxx Europe S32.V1 2I666VCV5 Y sell protection 2024-12-20 1149266.99 EUR 0 EUR 45000000 EUR 130447.91 N N N Singapore Exchange Derivatives Clearing Limited 549300ZLWT3FK3F0FW61 000000000 25.00000000 NC USD 6068.70000000 0.004233667673 N/A DE SG N 1 Singapore Exchange Derivatives Clearing Limited 549300ZLWT3FK3F0FW61 Long FTSE China A50 Index XUF0 Index 2020-01-23 354181.3 USD 6068.7 N N N American Beacon U.S. Government Money Market 549300EXCES9V5RWB620 02368W200 5176875.06000000 NS USD 5176875.06000000 3.611509646803 Long STIV RF US N 1 N N N State Street Bank and Trust Company 571474TGEMMWANRLN572 000000000 1.00000000 NC -747.54000000 -0.00052150146 N/A DFE US N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 102613.71000000 EUR 114447.33000000 USD 2020-01-16 -747.54 N N N State Street Bank and Trust Company 571474TGEMMWANRLN572 000000000 1.00000000 NC -102.49000000 -0.00007149943 N/A DFE US N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 11751.28000000 CAD 8947.81000000 USD 2020-01-16 -102.49 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 34.00000000 NC USD -4385.20000000 -0.00305921852 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long 2 Year US Treasury Note TUH0 Comdty 2020-03-31 7331385.2 USD -4385.2 N N N State Street Bank and Trust Company 571474TGEMMWANRLN572 000000000 1.00000000 NC -193.11000000 -0.00013471807 N/A DFE US N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 18422.76000000 CAD 13995.26000000 USD 2020-01-16 -193.11 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 148.00000000 NC USD -174149.69000000 -0.12149091452 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long 10 Year US Treasury Note TYH0 Comdty 2020-03-20 19180587.19 USD -174149.69 N N N State Street Bank and Trust Company 571474TGEMMWANRLN572 000000000 1.00000000 NC 49.10000000 0.000034253313 N/A DFE US N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 16012.00000000 TRY 2730.92000000 USD 2020-01-16 49.1 N N N Korea Exchange (Futures Market) N/A 000000000 24.00000000 NC 1929.70000000 0.001346204048 N/A DIR KR N 1 Korea Exchange (Futures Market) N/A Long 3 Year Korea Treasury Bond KEH0 Comdty 2020-03-17 2650728400 KRW 1929.7 N N N SWAP CCPC HSBC COC SWAP CCPC CASH COLLATERAL N/A 000000000 -130000.00000000 NS USD -130000.00000000 -0.09069105370 Short STIV CORP US N 1 N N N FRANCE (GOVT OF) 969500KCGF3SUYJHPV70 000000000 7070980.00000000 PA 8754287.39000000 6.107196521732 Long DBT NUSS FR Y 2 2029-03-01 Fixed 0.10000000 N N N N N N Borsa Istanbul N/A 000000000 362.00000000 NC 5692.49000000 0.003971214740 N/A DE TR N 1 Borsa Istanbul N/A Long BIST 30 Index A5G0 Index 2020-02-28 5081184.02 TRY 5692.49 N N N Eurex Deutschland 529900LN3S50JPU47S06 000000000 7.00000000 NC -41470.40000000 -0.02893072518 N/A DIR DE N 1 Eurex Deutschland 529900LN3S50JPU47S06 Long Euro-Buxl (FGBX) UBH0 Comdty 2020-03-06 1425604.69 EUR -41470.4 N N N State Street Bank and Trust Company 571474TGEMMWANRLN572 000000000 1.00000000 NC 8680.70000000 0.006055860229 N/A DFE XX N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 777144.20000000 USD 700000.00000000 EUR 2020-01-16 8680.7 N N N State Street Bank and Trust Company 571474TGEMMWANRLN572 000000000 1.00000000 NC -395.16000000 -0.00027567289 N/A DFE US N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 27399.99000000 CAD 20707.07000000 USD 2020-01-16 -395.16 N N N 2020-01-16 AMERICAN BEACON FUNDS Sonia Bates Sonia Bates Assistant Treasurer