Federal Home Loan Mortgage Corp.

NPORT-P false 0000809593 XXXXXXXX S000053364 C000167881 C000167879 C000211731 C000167880 AMERICAN BEACON FUNDS 811-04984 0000809593 549300EXCES9V5RWB620 220 EAST LAS COLINAS BOULEVARD SUITE 1200 IRVING 75039 817-391-6100 American Beacon Garcia Hamilton Quality Bond Fund S000053364 54930095NN56H9W7S492 2023-10-31 2023-07-31 N 306202245.66 1003679.60 305198566.06 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 555258.73000000 USD N Freddie Mac S6XOOCT0IEG5ABCC6L87 Federal Home Loan Mortgage Corp. 3132DNQ22 12349033.22000000 PA USD 10814079.76000000 3.543293109009 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 3.00000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 Morgan Stanley 6174468P7 2265000.00000000 PA USD 2034479.42000000 0.666608446515 Long DBT CORP US N 2 2031-04-01 Fixed 3.62200000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Federal Home Loan Mortgage Corp. 3132DWE58 11940199.50000000 PA USD 11146821.12000000 3.652317657943 Long ABS-MBS USGSE US N 2 2052-10-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Federal National Mortgage Association 31418EDD9 12285078.91000000 PA USD 10756571.23000000 3.524450120740 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Federal Home Loan Mortgage Corp. 3132D9K60 13426794.82000000 PA USD 11328148.66000000 3.711730630403 Long ABS-MBS USGSE US N 2 2042-08-01 Fixed 2.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 U.S. Treasury Bonds 912810RK6 23500000.00000000 PA USD 17726894.59000000 5.808315163091 Long DBT UST US N 2 2045-02-15 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Federal Home Loan Mortgage Corp. 3132DNZZ9 13040564.18000000 PA USD 10999109.89000000 3.603919255583 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Federal National Mortgage Association 31418DB76 7225203.86000000 PA USD 6919535.04000000 2.267223968096 Long ABS-MBS USGSE US N 2 2039-05-01 Fixed 4.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 U.S. Treasury Notes 9128286T2 3170000.00000000 PA USD 2881356.63000000 0.944092453381 Long DBT UST US N 2 2029-05-15 Fixed 2.37500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Federal National Mortgage Association 3140MKFU1 8564815.48000000 PA USD 7500126.27000000 2.457457899237 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 3.00000000 N N N N N N IBM CORP VGRQXHF3J8VDLUA7XE92 International Business Machines Corp. 459200KA8 4464000.00000000 PA USD 4139291.14000000 1.356261660543 Long DBT CORP US N 2 2029-05-15 Fixed 3.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 U.S. Treasury Bonds 912810QS0 18010000.00000000 PA USD 17046183.68000000 5.585276464453 Long DBT UST US N 2 2041-08-15 Fixed 3.75000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Federal Home Loan Mortgage Corp. 3132DWDJ9 13520652.24000000 PA USD 11395659.19000000 3.733850829351 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 2.50000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 Wells Fargo & Co. 95000U2L6 7130000.00000000 PA USD 6754852.27000000 2.213264746686 Long DBT CORP US N 2 2031-04-04 Fixed 4.47800000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Federal National Mortgage Association 3140KYDD3 8417856.06000000 PA USD 7126528.91000000 2.335046655690 Long ABS-MBS USGSE US N 2 2051-05-01 Fixed 2.50000000 N N N N N N WALT DISNEY COMPANY/THE 549300GZKULIZ0WOW665 Walt Disney Co. 254687FQ4 10230000.00000000 PA USD 9589719.34000000 3.142124638329 Long DBT CORP US N 2 2030-03-22 Fixed 3.80000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 U.S. Treasury Notes 91282CGM7 9395000.00000000 PA USD 9048559.38000000 2.964810581128 Long DBT UST US N 2 2033-02-15 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Federal National Mortgage Association 3140XACG5 4175698.54000000 PA USD 3994156.25000000 1.308707410248 Long ABS-MBS USGSE US N 2 2040-08-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Federal Home Loan Mortgage Corp. 3133KYSQ3 3879666.40000000 PA USD 3520551.99000000 1.153528352196 Long ABS-MBS USGSE US N 2 2040-01-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Federal National Mortgage Association 31418EJ43 11377892.43000000 PA USD 10312767.53000000 3.379035381172 Long ABS-MBS USGSE US N 2 2052-10-01 Fixed 3.50000000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 Citigroup, Inc. 172967ME8 5680000.00000000 PA USD 5262848.76000000 1.724401535676 Long DBT CORP US N 2 2030-03-20 Fixed 3.98000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Federal National Mortgage Association 31418DG71 3564270.72000000 PA USD 3412374.69000000 1.118083460893 Long ABS-MBS USGSE US N 2 2039-09-01 Fixed 4.00000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 Bank of America Corp. 06051GHQ5 7381000.00000000 PA USD 6860970.76000000 2.248035057494 Long DBT CORP US N 2 2030-02-07 Fixed 3.97400000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Federal National Mortgage Association 3140QFS91 6616470.72000000 PA USD 5603850.97000000 1.836132797851 Long ABS-MBS USGSE US N 2 2050-11-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Federal Home Loan Mortgage Corp. 3132D9KY9 12127374.00000000 PA USD 10520780.48000000 3.447191975971 Long ABS-MBS USGSE US N 2 2042-09-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Federal National Mortgage Association 3140XCPD4 4533908.38000000 PA USD 4114687.43000000 1.348200118735 Long ABS-MBS USGSE US N 2 2040-08-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Federal National Mortgage Association 31418DGY2 5395295.64000000 PA USD 5027872.82000000 1.647410367914 Long ABS-MBS USGSE US N 2 2039-10-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Federal Home Loan Mortgage Corp. 3132J4QG7 4233134.49000000 PA USD 4061370.95000000 1.330730678859 Long ABS-MBS USGSE US N 2 2039-02-01 Fixed 4.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 U.S. Treasury Bonds 912810RS9 14025000.00000000 PA USD 10488070.31000000 3.436474307660 Long DBT UST US N 2 2046-05-15 Fixed 2.50000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 JPMorgan Chase & Co. 46647PBE5 8750000.00000000 PA USD 7587642.30000000 2.486133011027 Long DBT CORP US N 2 2030-10-15 Fixed 2.73900000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Federal National Mortgage Association 3140XAFJ6 7151730.64000000 PA USD 6777202.73000000 2.220587998656 Long ABS-MBS USGSE US N 2 2049-06-01 Fixed 4.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 U.S. Treasury Notes 91282CDY4 48510000.00000000 PA USD 41169072.90000000 13.48927468155 Long DBT UST US N 2 2032-02-15 Fixed 1.87500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Federal National Mortgage Association 3140XAV33 6932059.30000000 PA USD 6250011.35000000 2.047850824034 Long ABS-MBS USGSE US N 2 2040-07-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Federal Home Loan Mortgage Corp. 3132DWFE8 11321913.67000000 PA USD 10568457.64000000 3.462813661425 Long ABS-MBS USGSE US N 2 2052-11-01 Fixed 4.00000000 N N N N N N 2023-08-30 AMERICAN BEACON FUNDS Sonia Bates Sonia Bates Treasurer XXXX