NPORT-P false 0000809593 XXXXXXXX S000064066 C000207202 C000213183 C000207200 C000207201 C000213182 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 2021-12-31 2021-03-31 N 920315420.33 91702663.56 828612756.77 0.00000000 182010816.83000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 53460687.61000000 AUD CAD EUR GBP JPY KRW USD N ICE Futures Europe - Financial Products Division N/A 000000000 120.00000000 NC -37044.10000000 -0.00447061666 N/A DE GB N 1 ICE Futures Europe - Financial Products Division N/A Long FTSE 100 Index Z M1 Index 2021-06-18 8042249.38000000 GBP -37044.10000000 N N N State Street Bank and Trust Company 571474TGEMMWANRLN572 000000000 1.00000000 NC 8283.27000000 0.000999655138 N/A DFE US N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 61905173.00000000 JPY 567446.45000000 USD 2021-04-15 8283.27000000 N N N Singapore Exchange Derivatives Clearing Limited 549300ZLWT3FK3F0FW61 000000000 82.00000000 NC 170704.38000000 0.020601225192 N/A DE SG N 1 Singapore Exchange Derivatives Clearing Limited 549300ZLWT3FK3F0FW61 Long Nikkei 225 Index NIM1 Index 2021-06-10 1179157166.00000000 JPY 170704.38000000 N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 20000000.00000000 OU Notional Amount USD 1779287.40000000 0.214730872227 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 Markit CDX.NA.HY.S36.V1 2I65BRYP9 Y sell protection 2026-06-20 1706400.00000000 USD 0.00000000 USD 20000000.00000000 USD 72887.40000000 N N N State Street Bank and Trust Company 571474TGEMMWANRLN572 000000000 1.00000000 NC 84.90000000 0.000010246040 N/A DFE US N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 16370.44000000 GBP 22653.82000000 USD 2021-04-15 84.90000000 N N N Eurex Deutschland 529900LN3S50JPU47S06 000000000 26.00000000 NC -106995.29000000 -0.01291258059 N/A DIR DE N 1 Eurex Deutschland 529900LN3S50JPU47S06 Long Euro-Buxl (FGBX) UBM1 Comdty 2021-06-08 5448076.62000000 EUR -106995.29000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 4.00000000 NC USD 16590.00000000 0.002002141514 N/A DE US N 1 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Long S&P 500 ESG Index SLBM1 Index 2021-06-18 657170.00000000 USD 16590.00000000 N N N United States Treasury 254900HROIFWPRGM1V77 9128287D6 18404820.00000000 PA USD 20228766.37000000 2.441281069441 Long DBT UST US N 2 2029-07-15 Fixed 0.25000000 N N N N N N Hong Kong Futures Exchange Ltd. 213800YTVSXYQN17BW16 000000000 30.00000000 NC 77992.24000000 0.009412387072 N/A DE HK N 1 Hong Kong Futures Exchange Ltd. 213800YTVSXYQN17BW16 Long Hang Seng Index HIJ1 Index 2021-04-29 41867653.20000000 HKD 77992.24000000 N N N State Street Bank and Trust Company 571474TGEMMWANRLN572 000000000 1.00000000 NC 203.19000000 0.000024521707 N/A DFE US N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 37920.00000000 GBP 52481.17000000 USD 2021-04-15 203.19000000 N N N State Street Bank and Trust Company 571474TGEMMWANRLN572 000000000 1.00000000 NC 895282.69000000 0.108045969928 N/A DFE US N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 43720070.52000000 EUR 52175370.39000000 USD 2021-04-15 895282.69000000 N N N State Street Bank and Trust Company 571474TGEMMWANRLN572 000000000 1.00000000 NC 735.02000000 0.000088704885 N/A DFE US N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 35173.15000000 EUR 41990.26000000 USD 2021-04-15 735.02000000 N N N State Street Bank and Trust Company 571474TGEMMWANRLN572 000000000 1.00000000 NC -27590.89000000 -0.00332976891 N/A DFE JP N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 1769582.76000000 USD 192856597.00000000 JPY 2021-04-15 -27590.89000000 N N N CCPC STATE STREET COC N/A 000000000 310000.00000000 NS USD 310000.00000000 0.037411927039 Long STIV CORP US N 1 N N N Hong Kong Futures Exchange Ltd. 213800YTVSXYQN17BW16 000000000 70.00000000 NC 45402.72000000 0.005479365316 N/A DE HK N 1 Hong Kong Futures Exchange Ltd. 213800YTVSXYQN17BW16 Long Hang Seng China Enterprises Index HCJ1 Index 2021-04-29 37947518.80000000 HKD 45402.72000000 N N N United States Treasury 254900HROIFWPRGM1V77 91282CAQ4 40320000.00000000 PA USD 43905487.45000000 5.298673848704 Long DBT UST US N 2 2025-10-15 Fixed 0.12500000 N N N N N N State Street Bank and Trust Company 571474TGEMMWANRLN572 000000000 1.00000000 NC 1257.64000000 0.000151776567 N/A DFE US N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 1446793.05000000 GBP 1995862.59000000 USD 2021-04-15 1257.64000000 N N N United States Treasury 254900HROIFWPRGM1V77 912796D63 25000000.00000000 PA USD 24997460.00000000 3.016784353820 Long DBT UST US N 2 2021-09-02 None 0.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 9127963S6 50000000.00000000 PA USD 49997995.00000000 6.033939809820 Long DBT UST US N 2 2021-07-15 None 0.00000000 N N N N N N ASX Clear (Futures) 549300ZD7BBOVZFVHK49 000000000 72.00000000 NC -56036.72000000 -0.00676271509 N/A DE AU N 1 ASX Clear (Futures) 549300ZD7BBOVZFVHK49 Long S&P ASX Share Price Index 200 XPM1 Index 2021-06-17 12252372.80000000 AUD -56036.72000000 N N N Eurex Deutschland 529900LN3S50JPU47S06 000000000 250.00000000 NC 248005.14000000 0.029930161945 N/A DE DE N 1 Eurex Deutschland 529900LN3S50JPU47S06 Long EURO STOXX 50 Index VGM1 Index 2021-06-18 9453985.57000000 EUR 248005.14000000 N N N State Street Bank and Trust Company 571474TGEMMWANRLN572 000000000 1.00000000 NC 2607.99000000 0.000314741714 N/A DFE US N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 15075000.00000000 JPY 138774.07000000 USD 2021-04-15 2607.99000000 N N N SWAPS CREDIT SUISSE COC N/A 000000000 4796.00000000 NS 579.49000000 0.000069934959 Long STIV CORP US N 1 N N N CASH COLL AUD CREDIT SUISSE N/A 000000000 103262.09000000 NS 78649.57000000 0.009491716046 Long STIV CORP AU N 1 N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 70000000.00000000 OU Notional Amount 2056267.23000000 0.248157805102 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 iTraxx Europe S35.V1 2I666VCY9 Y sell protection 2026-06-20 1700847.57000000 EUR 0.00000000 EUR 70000000.00000000 EUR 49755.87000000 N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 95000000.00000000 OU Notional Amount USD 2208352.90000000 0.266512056682 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 Markit CDX.NA.IG.S36.V1 2I65BYDY8 Y sell protection 2026-06-20 2090959.09000000 USD 0.00000000 USD 95000000.00000000 USD 117393.81000000 N N N Korea Exchange (Futures Market) N/A 000000000 159.00000000 NC 9555.28000000 0.001153165929 N/A DIR KR N 1 Korea Exchange (Futures Market) N/A Long 3 Year Korea Treasury Bond KEM1 Comdty 2021-06-15 17604795816.00000000 KRW 9555.28000000 N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 20000000.00000000 OU Notional Amount USD 1779287.40000000 0.214730872227 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 Markit CDX.NA.HY.S36.V1 2I65BRYP9 Y sell protection 2026-06-20 1701000.00000000 USD 0.00000000 USD 20000000.00000000 USD 78287.40000000 N N N State Street Bank and Trust Company 571474TGEMMWANRLN572 000000000 1.00000000 NC 1156.13000000 0.000139525971 N/A DFE US N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 66380.02000000 GBP 92670.20000000 USD 2021-04-15 1156.13000000 N N N Nasdaq Nordic N/A 000000000 266.00000000 NC 96052.05000000 0.011591910601 N/A DE SE N 1 Nasdaq Nordic N/A Long OMXS30 Index QCJ1 Index 2021-04-16 57343631.50000000 SEK 96052.05000000 N N N State Street Bank and Trust Company 571474TGEMMWANRLN572 000000000 1.00000000 NC 393.30000000 0.000047464873 N/A DFE US N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 2499954.70000000 HKD 321976.06000000 USD 2021-04-15 393.30000000 N N N United States Treasury 254900HROIFWPRGM1V77 9127964B2 50000000.00000000 PA USD 49995566.50000000 6.033646729611 Long DBT UST US N 2 2021-08-12 None 0.00000000 N N N N N N State Street Bank and Trust Company 571474TGEMMWANRLN572 000000000 1.00000000 NC 1499.46000000 0.000180960284 N/A DFE US N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 100945.08000000 AUD 78177.12000000 USD 2021-04-15 1499.46000000 N N N FORWARDS JP MORGAN COC OPTIONS CASH COLLATERALD N/A 000000000 1330000.00000000 NS USD 1330000.00000000 0.160509235361 Long STIV CORP US N 1 N N N SWAP STATE STREET BANK COCCO C SWAP CASH COLLATERAL N/A 000000000 50000.00000000 NS USD 50000.00000000 0.006034181780 Long STIV CORP US N 1 N N N SWAPS CREDIT SUISSE COC N/A 000000000 1304055.00000000 NS 167735.98000000 0.020242987889 Long STIV CORP AE N 1 N N N Eurex Deutschland 529900LN3S50JPU47S06 000000000 16.00000000 NC 5786.89000000 0.000698382924 N/A DE DE N 1 Eurex Deutschland 529900LN3S50JPU47S06 Long STOXX Europe 600 ESG-X Index FUEM1 Index 2021-06-18 249156.24000000 EUR 5786.89000000 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 129.00000000 NC USD -1132491.07000000 -0.13667313962 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long US Treasury Ultra Long Bond WNM1 Comdty 2021-06-21 24509709.82000000 USD -1132491.07000000 N N N United States Treasury 254900HROIFWPRGM1V77 9127962Y4 50000000.00000000 PA USD 49998809.00000000 6.034038046300 Long DBT UST US N 2 2021-05-20 None 0.00000000 N N N N N N State Street Bank and Trust Company 571474TGEMMWANRLN572 000000000 1.00000000 NC 987299.26000000 0.119150864132 N/A DFE US N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 48213590.57000000 EUR 57537920.60000000 USD 2021-04-15 987299.26000000 N N N Singapore Exchange Derivatives Clearing Limited 549300ZLWT3FK3F0FW61 000000000 69.00000000 NC USD 60897.92000000 0.007349382386 N/A DE SG N 1 Singapore Exchange Derivatives Clearing Limited 549300ZLWT3FK3F0FW61 Long FTSE Taiwan Index TWTJ1 Index 2021-04-28 3936962.08000000 USD 60897.92000000 N N N The Montreal Exchange / Bourse De Montreal N/A 000000000 90.00000000 NC -25002.27000000 -0.00301736484 N/A DE CA N 1 The Montreal Exchange / Bourse De Montreal N/A Long S&P/TSX 60 Index PTM1 Index 2021-06-17 20031224.10000000 CAD -25002.27000000 N N N SWAP CREDIT SUISSE EUR COC N/A 000000000 396490.22000000 NS 465994.73000000 0.056237938191 Long STIV CORP GB N 1 N N N FRANCE (GOVT OF) 969500KCGF3SUYJHPV70 000000000 33588510.00000000 PA 48232851.97000000 5.820915931588 Long DBT NUSS FR Y 2 2030-07-25 Fixed 0.70000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 202.00000000 NC USD -41640.80000000 -0.00502536313 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long 2 Year US Treasury Note TUM1 Comdty 2021-06-30 44628406.32000000 USD -41640.80000000 N N N United States Treasury 254900HROIFWPRGM1V77 912796B57 50000000.00000000 PA USD 49997754.00000000 6.033910725064 Long DBT UST US N 2 2021-07-08 None 0.00000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 269.00000000 NC USD -401826.11000000 -0.04849383583 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long 5 Year US Treasury Note FVM1 Comdty 2021-06-30 33596005.93000000 USD -401826.11000000 N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 30000000.00000000 OU Notional Amount 4183306.98000000 0.504856695219 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 iTraxx Europe Crossover S35.V1 2I667KJN9 Y sell protection 2026-06-20 3388787.06000000 EUR 0.00000000 EUR 30000000.00000000 EUR 185512.09000000 N N N SWAP CCPC JP MORGAN COC SWAP CCPC CASH COLLATERAL N/A 000000000 8620000.00000000 NS USD 8620000.00000000 1.040292938959 Long STIV CORP US N 1 N N N Korea Exchange (Futures Market) N/A 000000000 74.00000000 NC -1167.19000000 -0.00014086073 N/A DIR KR N 1 Korea Exchange (Futures Market) N/A Long 10 Year Korea Treasury Bond KAAM1 Comdty 2021-06-15 9332720962.00000000 KRW -1167.19000000 N N N Italian Derivatives Market N/A 000000000 40.00000000 NC 74483.03000000 0.008988882851 N/A DE IT N 1 Italian Derivatives Market N/A Long FTSE/MIB Index STM1 Index 2021-06-18 4815426.34000000 EUR 74483.03000000 N N N State Street Bank and Trust Company 571474TGEMMWANRLN572 000000000 1.00000000 NC 28886.06000000 0.003486074739 N/A DFE US N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 1289049.05000000 EUR 1540835.78000000 USD 2021-04-15 28886.06000000 N N N South African Futures Exchange N/A 000000000 37.00000000 NC -22158.64000000 -0.00267418523 N/A DE ZA N 1 South African Futures Exchange N/A Long FTSE/JSE TOP 40 AIM1 Index 2021-06-17 22963800.08000000 ZAR -22158.64000000 N N N State Street Bank and Trust Company 571474TGEMMWANRLN572 000000000 1.00000000 NC 36.37000000 0.000004389263 N/A DFE US N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 493177.84000000 HKD 63476.52000000 USD 2021-04-15 36.37000000 N N N Osaka Exchange 3538001249AILNPRUX57 000000000 52.00000000 NC 85124.87000000 0.010273178792 N/A DIR JP N 1 Osaka Exchange 3538001249AILNPRUX57 Long Japan Government Ten Year Bond JBM1 Comdty 2021-06-14 7850913702.00000000 JPY 85124.87000000 N N N Euronext N.V. 724500QJ4QSZ3H9QU415 000000000 36.00000000 NC 164890.19000000 0.019899547605 N/A DE NL N 1 Euronext N.V. 724500QJ4QSZ3H9QU415 Long Amsterdam Index EOJ1 Index 2021-04-16 4893511.68000000 EUR 164890.19000000 N N N DEUTSCHLAND I/L BOND 529900AQBND3S6YJLY83 000000000 38076120.00000000 PA 54421946.94000000 6.567838413704 Long DBT NUSS DE Y 2 2030-04-15 Fixed 0.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912796C49 50000000.00000000 PA USD 49997666.50000000 6.033900165246 Long DBT UST US N 2 2021-07-22 None 0.00000000 N N N N N N ICE Futures Europe - Financial Products Division N/A 000000000 130.00000000 NC -273694.85000000 -0.03303048954 N/A DIR GB N 1 ICE Futures Europe - Financial Products Division N/A Long United Kingdom Gilt G M1 Comdty 2021-06-28 16785072.66000000 GBP -273694.85000000 N N N State Street Bank and Trust Company 571474TGEMMWANRLN572 000000000 1.00000000 NC 76.98000000 0.000009290226 N/A DFE US N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 1017721.65000000 HKD 130992.05000000 USD 2021-04-15 76.98000000 N N N Osaka Exchange 3538001249AILNPRUX57 000000000 93.00000000 NC 541352.81000000 0.065332425258 N/A DE JP N 1 Osaka Exchange 3538001249AILNPRUX57 Long TOPIX Index TPM1 Index 2021-06-10 1757400514.00000000 JPY 541352.81000000 N N N State Street Bank and Trust Company 571474TGEMMWANRLN572 000000000 1.00000000 NC 4860.13000000 0.000586538157 N/A DFE US N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 29698999.00000000 JPY 273118.60000000 USD 2021-04-15 4860.13000000 N N N Korea Exchange (Futures Market) N/A 000000000 83.00000000 NC 141780.88000000 0.017110632058 N/A DE KR N 1 Korea Exchange (Futures Market) N/A Long Korea Stock Exchange KOSPI 200 Index KMM1 Index 2021-06-10 8443526984.00000000 KRW 141780.88000000 N N N State Street Bank and Trust Company 571474TGEMMWANRLN572 000000000 1.00000000 NC 71.62000000 0.000008643361 N/A DFE US N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 458276.87000000 HKD 59022.26000000 USD 2021-04-15 71.62000000 N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 20000000.00000000 OU Notional Amount USD -1811627.00000000 -0.21863373272 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 Markit CDX.NA.HY.S35.V1 2I65BRYO2 Y buy protection 2025-12-20 0.00000000 USD -1752220.00000000 USD 20000000.00000000 USD -59407.00000000 N N N SWAP CCPC GOLDMAN SACHS COC SWAP CCPC CASH COLLATERAL N/A 000000000 1500000.00000000 NS USD 1500000.00000000 0.181025453415 Long STIV CORP US N 1 N N N State Street Bank and Trust Company 571474TGEMMWANRLN572 000000000 1.00000000 NC 3677.87000000 0.000443858722 N/A DFE US N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 23595348.00000000 JPY 216804.64000000 USD 2021-04-15 3677.87000000 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 127.00000000 NC USD -770350.09000000 -0.09296864955 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long US Treasury Long Bond USM1 Comdty 2021-06-21 20403756.34000000 USD -770350.09000000 N N N Eurex Deutschland 529900LN3S50JPU47S06 000000000 16.00000000 NC 211914.81000000 0.025574649710 N/A DE DE N 1 Eurex Deutschland 529900LN3S50JPU47S06 Long DAX Index GXM1 Index 2021-06-18 5831292.92000000 EUR 211914.81000000 N N N State Street Bank and Trust Company 571474TGEMMWANRLN572 000000000 1.00000000 NC 228.81000000 0.000027613622 N/A DFE US N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 17801.86000000 AUD 13751.06000000 USD 2021-04-15 228.81000000 N N N Eurex Deutschland 529900LN3S50JPU47S06 000000000 189.00000000 NC -83172.38000000 -0.01003754520 N/A DIR DE N 1 Eurex Deutschland 529900LN3S50JPU47S06 Long Euro-OAT OATM1 Comdty 2021-06-08 30679316.97000000 EUR -83172.38000000 N N N United States Treasury 254900HROIFWPRGM1V77 912796C64 50000000.00000000 PA USD 49996500.00000000 6.033759387785 Long DBT UST US N 2 2021-08-05 None 0.00000000 N N N N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 20000000.00000000 OU Notional Amount USD -1811627.00000000 -0.21863373272 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 Markit CDX.NA.HY.S35.V1 2I65BRYO2 Y buy protection 2025-12-20 0.00000000 USD -1753400.00000000 USD 20000000.00000000 USD -58227.00000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 50.00000000 NC USD 81701.95000000 0.009860088362 N/A DE US N 1 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Long E-mini NASDAQ 100 Index NQM1 Index 2021-06-18 13008048.05000000 USD 81701.95000000 N N N ASX Clear (Futures) 549300ZD7BBOVZFVHK49 000000000 134.00000000 NC -76698.32000000 -0.00925623210 N/A DIR AU N 1 ASX Clear (Futures) 549300ZD7BBOVZFVHK49 Long 10 Year Commonwealth Treasury Bond XMM1 Comdty 2021-06-15 18608024.45000000 AUD -76698.32000000 N N N SWAP CCPC JP MORGAN COC SWAP CCPC CASH COLLATERAL N/A 000000000 -1000000.00000000 NS USD -1000000.00000000 -0.12068363561 Short STIV CORP US N 1 N N N United States Treasury 254900HROIFWPRGM1V77 912796D55 50000000.00000000 PA USD 49995151.00000000 6.033596585561 Long DBT UST US N 2 2021-08-26 None 0.00000000 N N N N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 134.00000000 NC USD 252012.35000000 0.030413766616 N/A DE US N 1 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Long E-mini S&P 500 Index ESM1 Index 2021-06-18 26329567.65000000 USD 252012.35000000 N N N State Street Bank and Trust Company 571474TGEMMWANRLN572 000000000 1.00000000 NC -7973.89000000 -0.00096231803 N/A DFE US N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 1546003.10000000 GBP 2123405.88000000 USD 2021-04-15 -7973.89000000 N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 50000000.00000000 OU Notional Amount USD 4529067.50000000 0.546584331824 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 Markit CDX.NA.HY.S35.V1 2I65BRYO2 Y sell protection 2025-12-20 4478737.18000000 USD 0.00000000 USD 50000000.00000000 USD 50330.32000000 N N N United States Treasury 254900HROIFWPRGM1V77 912796A41 98000000.00000000 PA USD 97996998.26000000 11.82663402890 Long DBT UST US N 2 2021-06-03 None 0.00000000 N N N N N N ASX Clear (Futures) 549300ZD7BBOVZFVHK49 000000000 180.00000000 NC 3048.12000000 0.000367858203 N/A DIR AU N 1 ASX Clear (Futures) 549300ZD7BBOVZFVHK49 Long 3 Year Commonwealth Treasury Bond YMM1 Comdty 2021-06-15 21063808.21000000 AUD 3048.12000000 N N N State Street Bank and Trust Company 571474TGEMMWANRLN572 000000000 1.00000000 NC 1373.52000000 0.000165761387 N/A DFE US N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 114061.93000000 GBP 158623.72000000 USD 2021-04-15 1373.52000000 N N N The Montreal Exchange / Bourse De Montreal N/A 000000000 103.00000000 NC -303186.36000000 -0.03658963219 N/A DIR CA N 1 The Montreal Exchange / Bourse De Montreal N/A Long 10 Year Canadian Bond CNM1 Comdty 2021-06-21 14674369.78000000 CAD -303186.36000000 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 209.00000000 NC USD -683738.19000000 -0.08251601057 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long 10 Year US Treasury Note TYM1 Comdty 2021-06-21 28049675.69000000 USD -683738.19000000 N N N Singapore Exchange Derivatives Clearing Limited 549300ZLWT3FK3F0FW61 000000000 26.00000000 NC USD -9431.06000000 -0.00113817460 N/A DE SG N 1 Singapore Exchange Derivatives Clearing Limited 549300ZLWT3FK3F0FW61 Long SGX Nifty 50 Index IHJ1 Index 2021-04-29 776223.06000000 USD -9431.06000000 N N N State Street Bank and Trust Company 571474TGEMMWANRLN572 000000000 1.00000000 NC 24050.54000000 0.002902506605 N/A DFE US N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 1159000.00000000 EUR 1383463.30000000 USD 2021-04-15 24050.54000000 N N N SWAP CCPC GOLDMAN SACHS COC SWAP CCPC CASH COLLATERAL N/A 000000000 -300000.00000000 NS USD -300000.00000000 -0.03620509068 Short STIV CORP US N 1 N N N Eurex Deutschland 529900LN3S50JPU47S06 000000000 250.00000000 NC 2312.40000000 0.000279068838 N/A DIR DE N 1 Eurex Deutschland 529900LN3S50JPU47S06 Long Euro-Bobl (FGBM) OEM1 Comdty 2021-06-08 33768032.50000000 EUR 2312.40000000 N N N Singapore Exchange Derivatives Clearing Limited 549300ZLWT3FK3F0FW61 000000000 268.00000000 NC USD 65675.06000000 0.007925905009 N/A DE SG N 1 Singapore Exchange Derivatives Clearing Limited 549300ZLWT3FK3F0FW61 Long FTSE China A50 Index XUJ1 Index 2021-04-29 4539100.94000000 USD 65675.06000000 N N N Euronext N.V. 724500QJ4QSZ3H9QU415 000000000 80.00000000 NC 21433.94000000 0.002586725804 N/A DE FR N 1 Euronext N.V. 724500QJ4QSZ3H9QU415 Long CAC 40 Index CFJ1 Index 2021-04-16 4834563.00000000 EUR 21433.94000000 N N N Eurex Deutschland 529900LN3S50JPU47S06 000000000 182.00000000 NC 123871.52000000 0.014949265382 N/A DIR DE N 1 Eurex Deutschland 529900LN3S50JPU47S06 Long Long-Term Euro-BTP (FBTP) IKM1 Comdty 2021-06-08 27069024.29000000 EUR 123871.52000000 N N N J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 000000000 61087109.80000000 OU Notional Amount USD -1376430.40000000 -0.16611262483 N/A DCO US N 2 J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 Bloomberg Commodity ex-Agriculture and Livestock Capped Index BBUXALC Index Y equity-performance leg 2021-04-06 0.00000000 USD 0.00000000 USD 61087109.80000000 USD -1376430.40000000 N N N TSY 0 1/8% 2029 I/L GILT ECTRVYYCEF89VWYS6K36 000000000 32264700.00000000 PA 55842087.40000000 6.739226127494 Long DBT NUSS GB Y 2 2029-03-22 Fixed 0.12500000 N N N N N N SWAP CCPC CREDIT SUISSE COC SWAP CCPC CASH COLLATERAL N/A 000000000 -1000000.00000000 NS USD -1000000.00000000 -0.12068363561 Short STIV CORP US N 1 N N N Borsa Istanbul N/A 000000000 725.00000000 NC -133133.97000000 -0.01606709152 N/A DE TR N 1 Borsa Istanbul N/A Long BIST 30 Index A5J1 Index 2021-04-30 11558162.50000000 TRY -133133.97000000 N N N United States Treasury 254900HROIFWPRGM1V77 912828YL8 12232920.00000000 PA USD 13228278.33000000 1.596436721728 Long DBT UST US N 2 2024-10-15 Fixed 0.12500000 N N N N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 5000000.00000000 OU Notional Amount 146876.23000000 0.017725557421 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 iTraxx Europe S35.V1 2I666VCY9 Y sell protection 2026-06-20 119961.66000000 EUR 0.00000000 EUR 5000000.00000000 EUR 5357.00000000 N N N United States Treasury 254900HROIFWPRGM1V77 912828ZZ6 40804400.00000000 PA USD 44228144.19000000 5.337613237141 Long DBT UST US N 2 2030-07-15 Fixed 0.12500000 N N N N N N Eurex Deutschland 529900LN3S50JPU47S06 000000000 193.00000000 NC -51538.54000000 -0.00621985838 N/A DIR DE N 1 Eurex Deutschland 529900LN3S50JPU47S06 Long Euro-Bund (FGBL) RXM1 Comdty 2021-06-08 33100891.41000000 EUR -51538.54000000 N N N Singapore Exchange Derivatives Clearing Limited 549300ZLWT3FK3F0FW61 000000000 116.00000000 NC 23413.37000000 0.002825610613 N/A DE SG N 1 Singapore Exchange Derivatives Clearing Limited 549300ZLWT3FK3F0FW61 Long MSCI Singapore Index QZJ1 Index 2021-04-29 4120761.80000000 SGD 23413.37000000 N N N State Street Bank and Trust Company 571474TGEMMWANRLN572 000000000 1.00000000 NC 201967.83000000 0.024374212000 N/A DFE US N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 38290226.87000000 GBP 52990358.05000000 USD 2021-04-15 201967.83000000 N N N 2021-04-27 AMERICAN BEACON FUNDS Sonia Bates Sonia Bates Assistant Treasurer XXXX