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 2022-12-31 2022-12-31 N 449927366.84 14713560.24 435213806.60 0.00000000 95390390.11000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 42517126.38000000 AUD CAD EUR GBP JPY KRW USD N FRANCE (GOVT OF) 969500KCGF3SUYJHPV70 000000000 10348820.00000000 PA 10610095.16000000 2.437904082797 Long DBT NUSS FR Y 2 2031-07-25 Fixed 0.10000000 N N N N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC -3321.34000000 -0.00076315134 N/A DFE US N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 420000.00000000 EUR 446519.98000000 USD 2023-01-12 -3321.34000000 N N N Euronext Eqf, Equities And Indices Derivatives N/A 000000000 30.00000000 NC -230667.22000000 -0.05300089668 N/A DE NL N 1 Euronext Eqf, Equities And Indices Derivatives N/A Long Euronext Amsterdam Index Futures EOF3 Index 2023-01-20 4354032.42000000 EUR -230667.22000000 N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC -5343.39000000 -0.00122776206 N/A DFE GB N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 1777613.67000000 USD 1465648.36000000 GBP 2023-01-12 -5343.39000000 N N N ASX Clear (Futures) 549300ZD7BBOVZFVHK49 000000000 170.00000000 NC -704408.12000000 -0.16185334870 N/A DIR AU N 1 ASX Clear (Futures) 549300ZD7BBOVZFVHK49 Long SFE 10 Year Australian Bond Futures XMH3 Comdty 2023-03-15 20704566.72000000 AUD -704408.12000000 N N N Eurex Deutschland 529900LN3S50JPU47S06 000000000 120.00000000 NC -1060661.32000000 -0.24371040254 N/A DIR DE N 1 Eurex Deutschland 529900LN3S50JPU47S06 Long Eurex 10 Year Euro BUND Futures RXH2 Comdty 2023-03-08 16945426.93000000 EUR -1060661.32000000 N N N Korea Exchange (Futures Market) N/A 000000000 3.00000000 NC -1911.34000000 -0.00043917264 N/A DIR KR N 1 Korea Exchange (Futures Market) N/A Long KFE 3 Year Treasury Bond Futures KEH3 Comdty 2023-03-21 312766894.00000000 KRW -1911.34000000 N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC -1025.61000000 -0.00023565658 N/A DFE US N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 147579141.00000000 JPY 1124543.76000000 USD 2023-01-12 -1025.61000000 N N N ICE Futures Europe - Financial Products Division N/A 000000000 71.00000000 NC -565304.55000000 -0.12989122620 N/A DIR GB N 1 ICE Futures Europe - Financial Products Division N/A Long ICF Long Gilt Futures G H3 Comdty 2023-03-29 7562851.24000000 GBP -565304.55000000 N N N Euronext N.V. 724500QJ4QSZ3H9QU415 000000000 71.00000000 NC -196310.45000000 -0.04510666872 N/A DE FR N 1 Euronext N.V. 724500QJ4QSZ3H9QU415 Long Euronext CAC 40 Index Futures CFF3 Index 2023-01-20 4777995.54000000 EUR -196310.45000000 N N N Nasdaq Stockholm AB 549300KBQIVNEJEZVL96 000000000 276.00000000 NC -205432.31000000 -0.04720261785 N/A DE SE N 1 Nasdaq Stockholm AB 549300KBQIVNEJEZVL96 Long OML Stockholm OMXS30 Index Futures QCF3 Index 2023-01-20 58499702.00000000 SEK -205432.31000000 N N N ICE Futures Europe - Financial Products Division N/A 000000000 131.00000000 NC -5676.56000000 -0.00130431523 N/A DE GB N 1 ICE Futures Europe - Financial Products Division N/A Long FTSE 100 Index Futures Z H3 Index 2023-03-17 9785179.06000000 GBP -5676.56000000 N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC -3055.85000000 -0.00070214913 N/A DFE US N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 552868.43000000 EUR 589094.30000000 USD 2023-01-12 -3055.85000000 N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC -2611.08000000 -0.00059995339 N/A DFE US N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 9962156.00000000 JPY 73369.15000000 USD 2023-01-12 -2611.08000000 N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC -6267.29000000 -0.00144004852 N/A DFE US N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 1165580.10000000 EUR 1242128.17000000 USD 2023-01-12 -6267.29000000 N N N JPMorgan Securities LLC ZBUT11V806EZRVTWT807 000000000 59043653.90000000 OU Notional Amount USD -3271810.38000000 -0.75177081480 N/A DCO US N 2 JPMorgan Securities LLC ZBUT11V806EZRVTWT807 Bloomberg Commodity ex-Agriculture & Livestock Capped Index BBUXALC INDEX Y equity-performance leg equity-performance leg 2023-01-05 0.00000000 USD -25268.98000000 USD 59043653.90000000 USD -3246541.40000000 N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC -4530.65000000 -0.00104101706 N/A DFE US N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 334010.91000000 EUR 353211.99000000 USD 2023-01-12 -4530.65000000 N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC -307.80000000 -0.00007072385 N/A DFE US N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 2161011.00000000 JPY 16173.99000000 USD 2023-01-12 -307.80000000 N N N Hong Kong Futures Exchange Ltd. 213800YTVSXYQN17BW16 000000000 78.00000000 NC 28216.59000000 0.006483385768 N/A DE HK N 1 Hong Kong Futures Exchange Ltd. 213800YTVSXYQN17BW16 Long HKG Hang Seng China Enterprises Index Futures HCF3 Index 2023-01-30 26143770.95000000 HKD 28216.59000000 N N N South African Futures Exchange N/A 000000000 33.00000000 NC -44761.24000000 -0.01028488511 N/A DE ZA N 1 South African Futures Exchange N/A Long SAFEX FTSE/JSE Top 40 Index Futures AIH3 Index 2023-03-16 23109212.49000000 ZAR -44761.24000000 N N N Italian Derivatives Market N/A 000000000 36.00000000 NC -162514.09000000 -0.03734120736 N/A DE IT N 1 Italian Derivatives Market N/A Long FTSE/MIB Index Futures STH3 Index 2023-03-17 4419713.75000000 EUR -162514.09000000 N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC -2073.67000000 -0.00047647155 N/A DFE US N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 260082.36000000 AUD 175061.44000000 USD 2023-01-12 -2073.67000000 N N N United States Treasury 254900HROIFWPRGM1V77 912796YK9 20000000.00000000 PA USD 19846771.60000000 4.560234831483 Long DBT UST US N 2 2023-03-09 None 0.00000000 N N N N N N Eurex Deutschland 529900LN3S50JPU47S06 000000000 16.00000000 NC -226132.35000000 -0.05195890998 N/A DE DE N 1 Eurex Deutschland 529900LN3S50JPU47S06 Long Eurex DAX Index Futures GXH3 Index 2023-03-17 5807083.30000000 EUR -226132.35000000 N N N United States Treasury 254900HROIFWPRGM1V77 912796YN3 5000000.00000000 PA USD 4945750.00000000 1.136395473902 Long DBT UST US N 2 2023-04-06 None 0.00000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 124.00000000 NC USD -354366.34000000 -0.08142350601 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CBOT Ultra Long Term U.S. Treasury Bond Futures WNH3 Comdty 2023-03-22 17009116.34000000 USD -354366.34000000 N N N Eurex Deutschland 529900LN3S50JPU47S06 000000000 86.00000000 NC -774714.11000000 -0.17800770523 N/A DIR DE N 1 Eurex Deutschland 529900LN3S50JPU47S06 Long EUX Euro-BTP Italian Bond Futures IKH2 Comdty 2023-03-08 10093017.82000000 EUR -774714.11000000 N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC 12939.58000000 0.002973154758 N/A DFE XX N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 1178555.05000000 USD 1112453.93000000 EUR 2023-01-12 12939.58000000 N N N Singapore Exchange Derivatives Clearing Limited 549300ZLWT3FK3F0FW61 000000000 19.00000000 NC USD 3765.46000000 0.000865197735 N/A DE SG N 1 Singapore Exchange Derivatives Clearing Limited 549300ZLWT3FK3F0FW61 Long SGX Nifty 50 Index Futures IHF3 Index 2023-01-25 688708.54000000 USD 3765.46000000 N N N United States Treasury 254900HROIFWPRGM1V77 912796W47 40000000.00000000 PA USD 39322843.60000000 9.035293229137 Long DBT UST US N 2 2023-05-18 None 0.00000000 N N N N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC -2702.39000000 -0.00062093388 N/A DFE US N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 203674.65000000 AUD 136014.95000000 USD 2023-01-12 -2702.39000000 N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC 255819.95000000 0.058780292840 N/A DFE US N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 12434049.58000000 GBP 15291143.01000000 USD 2023-01-12 255819.95000000 N N N United States Treasury 254900HROIFWPRGM1V77 912796ZE2 62000000.00000000 PA USD 60999035.42000000 14.01587782716 Long DBT UST US N 2 2023-05-11 None 0.00000000 N N N N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC -4393.97000000 -0.00100961181 N/A DFE US N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 746694.87000000 EUR 795354.14000000 USD 2023-01-12 -4393.97000000 N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC -7972.00000000 -0.00183174335 N/A DFE US N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 32876596.00000000 JPY 242774.07000000 USD 2023-01-12 -7972.00000000 N N N Singapore Exchange Derivatives Clearing Limited 549300ZLWT3FK3F0FW61 000000000 107.00000000 NC -5840.32000000 -0.00134194272 N/A DE SG N 1 Singapore Exchange Derivatives Clearing Limited 549300ZLWT3FK3F0FW61 Long SGX MSCI Singapore Index Futures QZF3 Index 2023-01-30 3116718.04000000 SGD -5840.32000000 N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC -206892.61000000 -0.04753815408 N/A DFE US N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 13416233.32000000 EUR 14162574.35000000 USD 2023-01-12 -206892.61000000 N N N FORWARDS STATE STREET COC USD N/A 000000000 6160000.00000000 NS USD 6160000.00000000 1.415396273414 Long STIV CORP GB N 1 N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC -341.74000000 -0.00007852232 N/A DFE US N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 70000.00000000 GBP 84302.66000000 USD 2023-01-12 -341.74000000 N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC 6756.50000000 0.001552455344 N/A DFE US N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 1367672.77000000 GBP 1660554.15000000 USD 2023-01-12 6756.50000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 44.00000000 NC USD -588851.80000000 -0.13530172781 N/A DE US N 1 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Long CME E-Mini NASDAQ 100 Index Futures NQH3 Index 2023-03-17 10288431.80000000 USD -588851.80000000 N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC -34513.00000000 -0.00793012525 N/A DFE GB N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 1511398.76000000 USD 1221368.55000000 GBP 2023-01-12 -34513.00000000 N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC -1280.20000000 -0.00029415427 N/A DFE US N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 205507.38000000 CAD 150504.48000000 USD 2023-01-12 -1280.20000000 N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 80000000.00000000 OU Notional Amount USD 637727.20000000 0.146531932197 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 CDX.NA.IG.S39 2I65BYEB7 Y sell protection 2027-12-20 673854.92000000 USD 0.00000000 USD 80000000.00000000 USD -36127.72000000 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 383.00000000 NC USD -269678.04000000 -0.06196449559 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CBOT 10 Year US Treasury Note Future TYH3 Comdty 2023-03-22 43279381.17000000 USD -269678.04000000 N N N ASX Clear (Futures) 549300ZD7BBOVZFVHK49 000000000 5.00000000 NC -4112.71000000 -0.00094498610 N/A DIR AU N 1 ASX Clear (Futures) 549300ZD7BBOVZFVHK49 Long SFE 3 Year Australian Bond Futures YMH3 Comdty 2023-03-15 540047.95000000 AUD -4112.71000000 N N N Osaka Exchange 3538001249AILNPRUX57 000000000 122.00000000 NC -488261.93000000 -0.11218897989 N/A DE JP N 1 Osaka Exchange 3538001249AILNPRUX57 Long TSE TOPIX (Tokyo Price Index) Futures TPH3 Index 2023-03-09 2372053721.00000000 JPY -488261.93000000 N N N FORWARDS JP MORGAN COC N/A 000000000 10490000.00000000 NS USD 10490000.00000000 2.410309563005 Long STIV CORP US N 1 N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC 3124.99000000 0.000718035584 N/A DFE US N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 280771.04000000 GBP 342634.92000000 USD 2023-01-12 3124.99000000 N N N The Montreal Exchange / Bourse De Montreal N/A 000000000 79.00000000 NC -172191.68000000 -0.03956484775 N/A DIR CA N 1 The Montreal Exchange / Bourse De Montreal N/A Long Montreal Exchange 10 Year Canadian Bond Futures CNH3 Comdty 2023-03-22 9914761.12000000 CAD -172191.68000000 N N N UNITED KINGDOM I/L GILT ECTRVYYCEF89VWYS6K36 000000000 8485820.00000000 PA 10265779.85000000 2.358790023275 Long DBT NUSS GB Y 2 2031-08-10 Fixed 0.12500000 N N N N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC 469.54000000 0.000107887202 N/A DFE US N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 554894.00000000 SEK 53672.13000000 USD 2023-01-12 469.54000000 N N N ASX Clear (Futures) 549300ZD7BBOVZFVHK49 000000000 76.00000000 NC -204766.72000000 -0.04704968383 N/A DE AU N 1 ASX Clear (Futures) 549300ZD7BBOVZFVHK49 Long SFE S&P ASX Share Price Index 200 Futures XPH3 Index 2023-03-16 13586749.01000000 AUD -204766.72000000 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 7.00000000 NC USD -3096.81000000 -0.00071156060 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CBOT 5 Year US Treasury Note Future FVH3 Comdty 2023-03-31 758604.63000000 USD -3096.81000000 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 103.00000000 NC USD -176537.32000000 -0.04056335468 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CBOT U.S. Long Bond Futures USH3 Comdty 2023-03-22 13086943.57000000 USD -176537.32000000 N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC -1752.10000000 -0.00040258373 N/A DFE US N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 252755.28000000 CAD 184929.18000000 USD 2023-01-12 -1752.10000000 N N N Hong Kong Futures Exchange Ltd. 213800YTVSXYQN17BW16 000000000 30.00000000 NC 34286.00000000 0.007877966985 N/A DE HK N 1 Hong Kong Futures Exchange Ltd. 213800YTVSXYQN17BW16 Long HKG Hang Seng Index Futures HIF3 Index 2023-01-30 29604899.49000000 HKD 34286.00000000 N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC -733.13000000 -0.00016845283 N/A DFE US N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 119445.33000000 CAD 87487.41000000 USD 2023-01-12 -733.13000000 N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC -1421.56000000 -0.00032663485 N/A DFE US N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 9594804.00000000 JPY 71756.92000000 USD 2023-01-12 -1421.56000000 N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC 3500.33000000 0.000804278252 N/A DFE XX N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 681972.16000000 USD 640000.00000000 EUR 2023-01-12 3500.33000000 N N N United States Treasury 254900HROIFWPRGM1V77 912796U31 50000000.00000000 PA USD 49534627.00000000 11.38167637349 Long DBT UST US N 2 2023-03-23 None 0.00000000 N N N N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC -2093.24000000 -0.00048096819 N/A DFE US N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 378711.92000000 EUR 403526.45000000 USD 2023-01-12 -2093.24000000 N N N Singapore Exchange Derivatives Clearing Limited 549300ZLWT3FK3F0FW61 000000000 108.00000000 NC -698001.28000000 -0.16038123547 N/A DE SG N 1 Singapore Exchange Derivatives Clearing Limited 549300ZLWT3FK3F0FW61 Long SGX Nikkei 225 Stock Index Futures NIH3 Index 2023-03-09 1495827779.00000000 JPY -698001.28000000 N N N SWAP CCPC GOLDMAN SACHS COC N/A 000000000 1200000.00000000 NS USD 1200000.00000000 0.275726546768 Long STIV CORP US N 1 N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC -355.66000000 -0.00008172075 N/A DFE US N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 173328.79000000 CAD 127662.40000000 USD 2023-01-12 -355.66000000 N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 25000000.00000000 OU Notional Amount 266321.45000000 0.061193244782 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 iTraxx Europe Crossover S38 2I667KJQ2 Y sell protection 2027-12-20 409311.18000000 EUR 0.00000000 EUR 25000000.00000000 EUR -159138.74000000 N N N United States Treasury 254900HROIFWPRGM1V77 912796ZF9 20000000.00000000 PA USD 19644092.80000000 4.513664893461 Long DBT UST US N 2 2023-05-25 None 0.00000000 N N N N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC 15215.69000000 0.003496141383 N/A DFE XX N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 1385865.80000000 USD 1308137.33000000 EUR 2023-01-12 15215.69000000 N N N Eurex Deutschland 529900LN3S50JPU47S06 000000000 71.00000000 NC -659162.84000000 -0.15145724469 N/A DIR DE N 1 Eurex Deutschland 529900LN3S50JPU47S06 Long French Government Bond Futures OATH3 COMDTY 2023-03-08 9655927.67000000 EUR -659162.84000000 N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 35000000.00000000 OU Notional Amount USD 204423.10000000 0.046970729535 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 CDX.NA.HY.S39 2I65BRZH6 Y sell protection 2027-12-20 405401.51000000 USD 0.00000000 USD 35000000.00000000 USD -200978.41000000 N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC -3977.42000000 -0.00091390023 N/A DFE HK N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 1029164.04000000 USD 8000000.00000000 HKD 2023-01-12 -3977.42000000 N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 5000000.00000000 OU Notional Amount -53264.29000000 -0.01223864895 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 iTraxx Europe Crossover S38 2I667KJQ2 Y buy protection 2027-12-20 0.00000000 EUR -42600.22000000 EUR 5000000.00000000 EUR -7824.76000000 N N N Eurex Deutschland 529900LN3S50JPU47S06 000000000 229.00000000 NC -364564.09000000 -0.08376666467 N/A DE DE N 1 Eurex Deutschland 529900LN3S50JPU47S06 Long Eurex EURO STOXX 50 Futures VGH3 Index 2023-03-17 9009242.18000000 EUR -364564.09000000 N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC -1048.80000000 -0.00024098500 N/A DFE US N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 154265.36000000 EUR 164177.23000000 USD 2023-01-12 -1048.80000000 N N N Eurex Deutschland 529900LN3S50JPU47S06 000000000 4.00000000 NC -18187.51000000 -0.00417898277 N/A DIR DE N 1 Eurex Deutschland 529900LN3S50JPU47S06 Long CME 1 Year Mid-Curve 3 Month Eurodollar Option OEH2 Comdty 2023-03-08 480041.48000000 EUR -18187.51000000 N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC -1956.01000000 -0.00044943656 N/A DFE US N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 304840.73000000 CAD 223194.80000000 USD 2023-01-12 -1956.01000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 3.00000000 NC USD -13028.21000000 -0.00299351946 N/A DE US N 1 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Long E-mini S&P 500 ESG Index Futures SLBH3 Index 2023-03-17 519578.21000000 USD -13028.21000000 N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC 4285.01000000 0.000984575841 N/A DFE XX N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 793097.41000000 USD 744486.11000000 EUR 2023-01-12 4285.01000000 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 2.00000000 NC USD 718.43000000 0.000165075185 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CBOT 2 Year U.S. Treasury Notes Futures TUH3 Comdty 2023-03-31 409437.82000000 USD 718.43000000 N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC -1706.80000000 -0.00039217505 N/A DFE US N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 110679.53000000 EUR 116836.60000000 USD 2023-01-12 -1706.80000000 N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC -1244.98000000 -0.00028606169 N/A DFE US N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 535418.91000000 ZAR 30245.55000000 USD 2023-01-12 -1244.98000000 N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 65000000.00000000 OU Notional Amount 297713.52000000 0.068406267330 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 iTraxx Europe S38 2I666VDB8 Y sell protection 2027-12-20 202566.14000000 EUR 0.00000000 EUR 65000000.00000000 EUR 82723.56000000 N N N United States Treasury 254900HROIFWPRGM1V77 912796ZQ5 4000000.00000000 PA USD 3914414.44000000 0.899423313469 Long DBT UST US N 2 2023-06-22 None 0.00000000 N N N N N N Eurex Deutschland 529900LN3S50JPU47S06 000000000 12.00000000 NC -307948.92000000 -0.07075807691 N/A DIR DE N 1 Eurex Deutschland 529900LN3S50JPU47S06 Long Eurex 30 Year Euro BUXL Futures UBH2 Comdty 2023-03-08 1911424.44000000 EUR -307948.92000000 N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC 215.97000000 0.000049623885 N/A DFE US N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 1001587.87000000 HKD 128567.78000000 USD 2023-01-12 215.97000000 N N N Eurex Deutschland 529900LN3S50JPU47S06 000000000 16.00000000 NC -12463.34000000 -0.00286372808 N/A DE DE N 1 Eurex Deutschland 529900LN3S50JPU47S06 Long STOXX Europe 600 ESG-X Index Futures FSEGH3 2023-03-17 263678.00000000 EUR -12463.34000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 102.00000000 NC USD -590027.90000000 -0.13557196280 N/A DE US N 1 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Long CME E-Mini Standard & Poor's 500 Index Futures ESH3 Index 2023-03-17 20281127.90000000 USD -590027.90000000 N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC -1601.73000000 -0.00036803290 N/A DFE US N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 187145.27000000 EUR 198840.35000000 USD 2023-01-12 -1601.73000000 N N N Korea Exchange (Futures Market) N/A 000000000 85.00000000 NC -228000.89000000 -0.05238824838 N/A DIR KR N 1 Korea Exchange (Futures Market) N/A Long KFE 10 Year Treasury Bond Futures KAAH3 Comdty 2023-03-21 9634057124.00000000 KRW -228000.89000000 N N N Singapore Exchange Derivatives Clearing Limited 549300ZLWT3FK3F0FW61 000000000 54.00000000 NC USD -15717.53000000 -0.00361145022 N/A DE SG N 1 Singapore Exchange Derivatives Clearing Limited 549300ZLWT3FK3F0FW61 Long SGX FTSE Taiwan Index Futures TWTF3 Index 2023-01-30 2697897.53000000 USD -15717.53000000 N N N United States Treasury 254900HROIFWPRGM1V77 91282CEZ0 17434350.00000000 PA USD 15986027.64000000 3.673143498108 Long DBT UST US N 2 2032-07-15 Fixed 0.62500000 N N N N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC -1348.22000000 -0.00030978337 N/A DFE US N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 41544515.00000000 JPY 315507.08000000 USD 2023-01-12 -1348.22000000 N N N United States Treasury 254900HROIFWPRGM1V77 912796ZP7 75000000.00000000 PA USD 73534250.25000000 16.89612074223 Long DBT UST US N 2 2023-06-08 None 0.00000000 N N N N N N The Montreal Exchange / Bourse De Montreal N/A 000000000 75.00000000 NC -442501.01000000 -0.10167439619 N/A DE CA N 1 The Montreal Exchange / Bourse De Montreal N/A Long Montreal Exchange S&P/TSX 60 Index Futures PTH3 Index 2023-03-16 18148066.75000000 CAD -442501.01000000 N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC -237537.73000000 -0.05457954835 N/A DFE US N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 15403458.21000000 EUR 16260347.97000000 USD 2023-01-12 -237537.73000000 N N N Singapore Exchange Derivatives Clearing Limited 549300ZLWT3FK3F0FW61 000000000 338.00000000 NC USD 35436.77000000 0.008142381850 N/A DE SG N 1 Singapore Exchange Derivatives Clearing Limited 549300ZLWT3FK3F0FW61 Long SGX FTSE China A50 Futures Contract XUF3 Index 2023-01-30 4386955.23000000 USD 35436.77000000 N N N Korea Exchange (Futures Market) N/A 000000000 106.00000000 NC -305371.37000000 -0.07016582777 N/A DE KR N 1 Korea Exchange (Futures Market) N/A Long KFE KOSPI 200 Index Futures KMH3 Index 2023-03-09 8146667094.00000000 KRW -305371.37000000 N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC -221.61000000 -0.00005091980 N/A DFE US N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 50000.00000000 SGD 37116.99000000 USD 2023-01-12 -221.61000000 N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC 684.09000000 0.000157184811 N/A DFE US N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 1310819.00000000 SEK 126363.88000000 USD 2023-01-12 684.09000000 N N N DEUTSCHLAND I/L BOND 529900AQBND3S6YJLY83 000000000 11556100.00000000 PA 12151795.60000000 2.792143864858 Long DBT NUSS DE Y 2 2033-04-15 Fixed 0.10000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CEJ6 15830250.00000000 PA USD 14767582.57000000 3.393178788459 Long DBT UST US N 2 2027-04-15 Fixed 0.12500000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912796YU7 40000000.00000000 PA USD 39548333.20000000 9.087104453087 Long DBT UST US N 2 2023-04-13 None 0.00000000 N N N N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 5000000.00000000 OU Notional Amount USD -29203.30000000 -0.00671010421 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 CDX.NA.HY.S39 2I65BRZH6 Y buy protection 2027-12-20 0.00000000 USD -16375.00000000 USD 5000000.00000000 USD -12828.30000000 N N N Osaka Exchange 3538001249AILNPRUX57 000000000 28.00000000 NC -560034.27000000 -0.12868026278 N/A DIR JP N 1 Osaka Exchange 3538001249AILNPRUX57 Long OSE Japanese 10 Year Bond Futures JBH2 Comdty 2023-03-13 4146773722.00000000 JPY -560034.27000000 N N N United States Treasury 254900HROIFWPRGM1V77 912796YB9 8000000.00000000 PA USD 7945365.60000000 1.825623516420 Long DBT UST US N 2 2023-03-02 None 0.00000000 N N N N N N 2023-01-24 AMERICAN BEACON FUNDS Sonia Bates Sonia Bates Treasurer