N-MFP2 0001096012 XXXXXXXX 2019-07-31 0001096012 S000001845 1 N N 333-88343 American Beacon Advisors, Inc. 801-29198 Ernst & Young, LLP Dallas TX American Beacon Advisors, Inc. DST Asset Manager Solutions, Inc. 0000275143 084-00896 N N N Government/Agency N 17 99 658862020.97 692528873.79 717958237.04 763581417.01 857013183.77 839752810.73 825237728.26 848482346.16 0.00 0.5684 0.6011 0.6220 0.6402 0.7393 0.7289 0.7149 0.7114 0.0000 0.00 1118433952.86 1118470514.72 658935.08 10209074.25 1108920375.55 1108920295.3500 1.0000 0.0242 1.0000 1.0000 1.0000 1.0000 0.0000 C000004819 1000000.00 1108920375.55 1108920295.3500 1.0000 1.0000 1.0000 1.0000 0.0000 250828799.34 151189612.01 86588102.87 104169743.35 111661011.44 111851939.37 120936812.41 71186964.91 0.00 0.00 572817612.42 522808307.51 0.0228 N Bank of America, N.A. Bank of America, N.A. 2.550000% 03199U009 B4TYDEB6GKMZO031MB27 0001102113 03199U009_2.55_0801 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash N N Fannie Mae Pool 2043-05-01 3.500000 100000000.00 57828386.54 Agency Mortgage-Backed Securities Fannie Mae Pool 2043-02-01 3.000000 737804.00 370918.95 Agency Mortgage-Backed Securities Fannie Mae Pool 2045-06-01 3.500000 65284493.00 43800694.58 Agency Mortgage-Backed Securities Y 2019-08-01 2019-08-01 2019-08-01 N N N 0.0255 100000000.00 100000000.00 0.0902 N Y Y N BNP Paribas S.A. BNP Paribas S.A. 2.530000% 05799H007 RCNB6OTYUAMMP879YW96 0001197610 05799H007_2.53_0801 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash N N United States Treasury Strip Coupon 2021-05-15 0.00 171.87 165.95 U.S. Treasuries (including strips) United States Treasury Strip Coupon 2020-11-15 0.00 70.35 68.56 U.S. Treasuries (including strips) United States Treasury Strip Coupon 2021-02-15 0.00 5.25 5.09 U.S. Treasuries (including strips) United States Treasury Strip Coupon 2021-08-15 0.00 60.83 58.49 U.S. Treasuries (including strips) United States Treasury Strip Coupon 2026-02-15 0.00 1.53 1.34 U.S. Treasuries (including strips) United States Treasury Strip Coupon 2026-05-15 0.00 671.66 586.48 U.S. Treasuries (including strips) United States Treasury Note/Bond 2021-02-15 7.875000 7842500.00 8824183.98 U.S. Treasuries (including strips) United States Treasury Strip Coupon 2032-08-15 0.00 3.70 2.74 U.S. Treasuries (including strips) United States Treasury Strip Coupon 2030-11-15 0.00 91.03 70.85 U.S. Treasuries (including strips) United States Treasury Strip Coupon 2031-05-15 0.00 0.08 0.06 U.S. Treasuries (including strips) United States Treasury Strip Coupon 2029-02-15 0.00 36.23 29.57 U.S. Treasuries (including strips) United States Treasury Strip Coupon 2030-08-15 0.00 12632.21 9898.22 U.S. Treasuries (including strips) United States Treasury Strip Coupon 2037-11-15 0.00 27.74 17.61 U.S. Treasuries (including strips) United States Treasury Strip Coupon 2039-02-15 0.00 546.31 333.39 U.S. Treasuries (including strips) United States Treasury Strip Coupon 2038-08-15 0.00 444.19 275.17 U.S. Treasuries (including strips) United States Treasury Strip Coupon 2040-08-15 0.00 18.93 10.99 U.S. Treasuries (including strips) United States Treasury Strip Coupon 2041-05-15 0.00 508.16 287.51 U.S. Treasuries (including strips) United States Treasury Note/Bond 2041-08-15 3.750000 269800.00 332796.45 U.S. Treasuries (including strips) United States Treasury Strip Coupon 2041-08-15 0.00 2.26 1.27 U.S. Treasuries (including strips) United States Treasury Strip Coupon 2043-08-15 0.00 27.31 14.34 U.S. Treasuries (including strips) United States Treasury Strip Coupon 2043-11-15 0.00 42.61 22.22 U.S. Treasuries (including strips) United States Treasury Strip Coupon 2044-05-15 0.00 111.37 57.12 U.S. Treasuries (including strips) United States Treasury Note/Bond 2045-02-15 2.500000 3018000.00 3009045.86 U.S. Treasuries (including strips) United States Treasury Strip Coupon 2045-02-15 0.00 73.85 37.01 U.S. Treasuries (including strips) United States Treasury Strip Coupon 2045-05-15 0.00 56.71 28.22 U.S. Treasuries (including strips) United States Treasury Strip Coupon 2045-11-15 0.00 955.08 468.74 U.S. Treasuries (including strips) United States Treasury Strip Coupon 2046-02-15 0.00 11203.46 5459.11 U.S. Treasuries (including strips) United States Treasury Note/Bond 2023-10-31 1.625000 1243300.00 1237422.30 U.S. Treasuries (including strips) United States Treasury Note/Bond 2020-03-15 1.625000 211000.00 211642.23 U.S. Treasuries (including strips) United States Treasury Floating Rate Note 2019-10-31 2.098574 1000.00 1005.65 U.S. Treasuries (including strips) United States Treasury Floating Rate Note 2020-04-30 2.083574 200.00 200.99 U.S. Treasuries (including strips) United States Treasury Bill 254900HROIFWPRGM1V77 2019-08-22 0.00 139540600.00 139365755.63 U.S. Treasuries (including strips) United States Treasury Strip Principal 2048-02-15 0.00 100.00 46.87 U.S. Treasuries (including strips) Y 2019-08-01 2019-08-01 2019-08-01 N N N 0.0253 150000000.00 150000000.00 0.1353 N Y Y N Federal Home Loan Banks Federal Home Loan Banks 2.196000% 3130ADEY4 2549001DPIFGXC1TOL40 US3130ADEY48 U.S. Government Agency Debt Y 2019-08-23 2020-01-23 2020-01-23 N N N 0.0224 9995960.20 9995960.20 0.0090 N N N N Federal Home Loan Banks Federal Home Loan Banks 2.385000% 3130AFEN3 2549001DPIFGXC1TOL40 US3130AFEN31 U.S. Government Agency Debt Y 2019-08-08 2020-05-08 2020-05-08 N N N 0.0219 5885512.64 5885512.64 0.0053 N N N N Federal Home Loan Banks Federal Home Loan Banks 2.505000% 3130AG3Q6 2549001DPIFGXC1TOL40 US3130AG3Q69 U.S. Government Agency Debt Y 2019-08-01 2021-03-12 2021-03-12 N N N 0.0247 5002819.35 5002819.35 0.0045 N N N N Federal Home Loan Banks Federal Home Loan Banks 2.390000% 3130AGLX1 2549001DPIFGXC1TOL40 US3130AGLX13 U.S. Government Agency Debt Y 2019-08-01 2019-12-11 2019-12-11 N N N 0.0242 19997666.60 19997666.60 0.0180 N N N N Federal Home Loan Banks Federal Home Loan Banks 313384JX8 2549001DPIFGXC1TOL40 US313384JX88 U.S. Government Agency Debt Y 2019-08-02 2019-08-02 2019-08-02 N N N 0.0213 14999125.05 14999125.05 0.0135 N N Y N Federal Home Loan Banks Federal Home Loan Banks 313384KE8 2549001DPIFGXC1TOL40 US313384KE88 U.S. Government Agency Debt Y 2019-08-09 2019-08-09 2019-08-09 N N N 0.0213 4997666.65 4997666.65 0.0045 N N Y N Federal Home Loan Banks Federal Home Loan Banks 313384KK4 2549001DPIFGXC1TOL40 US313384KK49 U.S. Government Agency Debt Y 2019-08-14 2019-08-14 2019-08-14 N N N 0.0213 9992416.70 9992416.70 0.0090 N N Y N Federal Home Loan Banks Federal Home Loan Banks 313384KM0 2549001DPIFGXC1TOL40 US313384KM05 U.S. Government Agency Debt Y 2019-08-16 2019-08-16 2019-08-16 N N N 0.0213 14986875.00 14986875.00 0.0135 N N Y N Federal Home Loan Banks Federal Home Loan Banks 313384KS7 2549001DPIFGXC1TOL40 US313384KS74 U.S. Government Agency Debt Y 2019-08-21 2019-08-21 2019-08-21 N N N 0.0213 4994166.65 4994166.65 0.0045 N N Y N Federal Home Loan Banks Federal Home Loan Banks 313384KZ1 2549001DPIFGXC1TOL40 US313384KZ18 U.S. Government Agency Debt Y 2019-08-28 2019-08-28 2019-08-28 N N N 0.0213 4992125.00 4992125.00 0.0045 N N Y N Federal Home Loan Banks Federal Home Loan Banks 313384LF4 2549001DPIFGXC1TOL40 US313384LF45 U.S. Government Agency Debt Y 2019-09-03 2019-09-03 2019-09-03 N N N 0.0215 14970850.05 14970850.05 0.0135 N N Y N Federal Home Loan Banks Federal Home Loan Banks 313384MJ5 2549001DPIFGXC1TOL40 US313384MJ57 U.S. Government Agency Debt Y 2019-09-30 2019-09-30 2019-09-30 N N N 0.0216 9964666.70 9964666.70 0.0090 N N N N Federal Home Loan Banks Federal Home Loan Banks 313384MK2 2549001DPIFGXC1TOL40 US313384MK21 U.S. Government Agency Debt Y 2019-10-01 2019-10-01 2019-10-01 N N N 0.0214 4982208.35 4982208.35 0.0045 N N N N Federal Home Loan Banks Federal Home Loan Banks 313384ML0 2549001DPIFGXC1TOL40 US313384ML04 U.S. Government Agency Debt Y 2019-10-02 2019-10-02 2019-10-02 N N N 0.0214 4981916.65 4981916.65 0.0045 N N N N Federal Home Loan Banks Federal Home Loan Banks 313384NC9 2549001DPIFGXC1TOL40 US313384NC95 U.S. Government Agency Debt Y 2019-10-18 2019-10-18 2019-10-18 N N N 0.0214 9954500.00 9954500.00 0.0090 N N N N Federal Home Loan Banks Federal Home Loan Banks 313384NK1 2549001DPIFGXC1TOL40 US313384NK12 U.S. Government Agency Debt Y 2019-10-25 2019-10-25 2019-10-25 N N N 0.0214 22475006.20 22475006.20 0.0203 N N N N Federal Home Loan Banks Federal Home Loan Banks 313384NZ8 2549001DPIFGXC1TOL40 US313384NZ80 U.S. Government Agency Debt Y 2019-11-08 2019-11-08 2019-11-08 N N N 0.0212 4971400.00 4971400.00 0.0045 N N N N Federal Home Loan Banks Federal Home Loan Banks 313384PG8 2549001DPIFGXC1TOL40 US313384PG81 U.S. Government Agency Debt Y 2019-11-15 2019-11-15 2019-11-15 N N N 0.0212 9735011.11 9735011.11 0.0088 N N N N Federal Home Loan Banks Federal Home Loan Banks 313384QH5 2549001DPIFGXC1TOL40 US313384QH55 U.S. Government Agency Debt Y 2019-12-10 2019-12-10 2019-12-10 N N N 0.0209 3970161.12 3970161.12 0.0036 N N N N Federal Home Loan Banks Federal Home Loan Banks 313384QJ1 2549001DPIFGXC1TOL40 US313384QJ12 U.S. Government Agency Debt Y 2019-12-11 2019-12-11 2019-12-11 N N N 0.0209 10237465.55 10237465.55 0.0092 N N N N Federal Home Loan Banks Federal Home Loan Banks 313384RX9 2549001DPIFGXC1TOL40 US313384RX96 U.S. Government Agency 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Federal Home Loan Mortgage Corp. 313396MC4 S6XOOCT0IEG5ABCC6L87 US313396MC43 U.S. Government Agency Debt Y 2019-09-24 2019-09-24 2019-09-24 N N N 0.0216 4984100.00 4984100.00 0.0045 N N Y N Federal Farm Credit Banks Federal Farm Credit Banks 2.196100% 3133EHH71 US3133EHH714 U.S. Government Agency Debt Y 2019-08-01 2019-10-18 2019-10-18 N N N 0.0226 14999176.65 14999176.65 0.0135 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 2.429400% 3133EJ4W6 US3133EJ4W60 U.S. Government Agency Debt Y 2019-08-10 2020-09-10 2020-09-10 N N N 0.0227 5000425.45 5000425.45 0.0045 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 2.281100% 3133EJ6M6 US3133EJ6M60 U.S. Government Agency Debt Y 2019-08-28 2021-01-28 2021-01-28 N N N 0.0229 9996185.90 9996185.90 0.0090 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 2.221500% 3133EJA82 US3133EJA822 U.S. Government Agency Debt Y 2019-08-21 2020-07-21 2020-07-21 N N N 0.0226 24980384.75 24980384.75 0.0225 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 2.420000% 3133EJBR9 US3133EJBR96 U.S. Government Agency Debt Y 2019-08-01 2020-02-05 2020-02-05 N N N 0.0240 14990573.70 14990573.70 0.0135 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 2.290000% 3133EJF95 US3133EJF953 U.S. Government Agency Debt Y 2019-08-15 2020-04-15 2020-04-15 N N N 0.0225 9996010.40 9996010.40 0.0090 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 2.510000% 3133EJLJ6 US3133EJLJ60 U.S. Government Agency Debt Y 2019-08-01 2020-02-18 2020-02-18 N N N 0.0234 20003188.40 20003188.40 0.0180 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 2.280000% 3133EJPA1 US3133EJPA16 U.S. Government Agency Debt Y 2019-08-14 2020-05-14 2020-05-14 N N N 0.0225 14991835.50 14991835.50 0.0135 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 2.191100% 3133EJQL6 US3133EJQL61 U.S. Government Agency Debt Y 2019-08-29 2020-05-29 2020-05-29 N N N 0.0225 9993741.60 9993741.60 0.0090 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 2.251100% 3133EJTG4 US3133EJTG40 U.S. Government Agency Debt Y 2019-08-28 2021-06-28 2021-06-28 N N N 0.0232 13878267.63 13878267.63 0.0125 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 2.261500% 3133EJU49 US3133EJU499 U.S. Government Agency Debt Y 2019-08-20 2020-07-20 2020-07-20 N N N 0.0226 9996018.20 9996018.20 0.0090 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 2.332000% 3133EJUF4 US3133EJUF48 U.S. Government Agency Debt Y 2019-08-16 2021-07-16 2021-07-16 N N N 0.0232 8459306.76 8459306.76 0.0076 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 2.360100% 3133EJWC9 US3133EJWC98 U.S. Government Agency Debt Y 2019-08-06 2020-08-06 2020-08-06 N N N 0.0219 9986799.40 9986799.40 0.0090 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 2.330600% 3133EJXZ7 US3133EJXZ74 U.S. Government Agency Debt Y 2019-08-28 2020-02-28 2020-02-28 N N N 0.0211 9998260.70 9998260.70 0.0090 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 2.447400% 3133EKCA2 US3133EKCA26 U.S. Government Agency Debt Y 2019-08-01 2021-03-01 2021-03-01 N N N 0.0230 9995901.20 9995901.20 0.0090 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 2.510000% 3133EKGH3 US3133EKGH33 U.S. Government Agency Debt Y 2019-08-01 2021-02-09 2021-02-09 N N N 0.0233 5002677.60 5002677.60 0.0045 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 2.360000% 3133EKKZ8 US3133EKKZ84 U.S. Government Agency Debt Y 2019-08-13 2021-05-13 2021-05-13 N N N 0.0231 19982996.00 19982996.00 0.0180 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 2.296800% 3133EKWX0 US3133EKWX09 U.S. Government Agency Debt Y 2019-08-26 2021-01-26 2021-01-26 N N N 0.0229 9995084.10 9995084.10 0.0090 N N N N Goldman Sachs & Co. Goldman Sachs & Co. 2.510000% 322999004 0000769993 322999004_2.51_0801 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash N N Fannie Mae Pool 2049-08-01 3.500000 34337540.00 35700000.17 Agency Mortgage-Backed Securities Y 2019-08-01 2019-08-01 2019-08-01 N N N 0.0251 35000000.00 35000000.00 0.0316 N Y Y N Morgan Stanley Institutional Liquidity Funds - Government Portfolio Morgan Stanley Institutional Liquidity Funds - Government Portfolio 2.290000% 6169959J7 Investment Company Y 2019-08-01 2019-08-01 2050-01-01 N N N 0.0229 489877.42 489877.42 0.0004 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912796QV4 N.A. US912796QV41 U.S. Treasury Debt Y 2019-08-15 2019-08-15 2019-08-15 N N N 0.0203 9992205.40 9992205.40 0.0090 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912796SF7 N.A. 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US912796TC33 U.S. Treasury Debt Y 2020-01-23 2020-01-23 2020-01-23 N N N 0.0208 4950655.65 4950655.65 0.0045 N Y Y N RBC Capital Markets LLC RBC Capital Markets LLC 2.540000% 912YLB006 912YLB006_2.54_0801 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash N N United States Treasury Inflation Indexed Bonds 2028-04-15 3.625000 103600.00 211671.42 U.S. Treasuries (including strips) United States Treasury Inflation Indexed Bonds 2025-01-15 2.375000 146000.00 221004.83 U.S. Treasuries (including strips) United States Treasury Inflation Indexed Bonds 2020-01-15 1.375000 39000.00 46025.33 U.S. Treasuries (including strips) United States Treasury Inflation Indexed Bonds 2041-02-15 2.125000 181500.00 275696.64 U.S. Treasuries (including strips) United States Treasury Inflation Indexed Bonds 2021-07-15 0.625000 177000.00 201880.97 U.S. Treasuries (including strips) United States Treasury Inflation Indexed Bonds 2042-02-15 0.750000 6800.00 7777.12 U.S. Treasuries (including strips) United States Treasury Inflation Indexed Bonds 2043-02-15 0.625000 153000.00 165965.89 U.S. Treasuries (including strips) United States Treasury Note/Bond 2025-01-15 0.250000 412100.00 445263.34 U.S. Treasuries (including strips) Federal National Mortgage Association 2026-09-24 1.875000 563000.00 559944.32 Agency Mortgage-Backed Securities United States Treasury Inflation Indexed Bonds 2047-02-15 0.875000 36000.00 39118.89 U.S. Treasuries (including strips) United States Treasury Inflation Indexed Bonds 2028-01-15 0.500000 182500.00 192394.33 U.S. Treasuries (including strips) United States Treasury Inflation Indexed Bonds 2028-07-15 0.750000 83700.00 88906.50 U.S. Treasuries (including strips) United States Treasury Bill 254900HROIFWPRGM1V77 2019-10-31 0.00 438300.00 436016.46 U.S. Treasuries (including strips) Federal Farm Credit Banks 2024-10-07 2.910000 79000.00 83267.91 Agency Mortgage-Backed Securities Federal Home Loan Banks 2549001DPIFGXC1TOL40 2028-04-24 3.750000 400000.00 404012.00 Agency Mortgage-Backed Securities Federal Farm Credit Banks 2021-02-17 1.580000 15000.00 15002.58 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2024-07-22 2.250000 100000.00 99946.00 Agency Mortgage-Backed Securities Ginnie Mae II Pool 2049-04-20 4.000000 14625918.00 15125559.84 Agency Mortgage-Backed Securities Ginnie Mae II Pool 2049-05-20 4.000000 13706070.00 14228045.84 Agency Mortgage-Backed Securities Ginnie Mae II Pool 2049-05-20 5.000000 64096139.00 67403712.80 Agency Mortgage-Backed Securities Ginnie Mae II Pool 2049-06-20 5.000000 1492850.00 1579262.98 Agency Mortgage-Backed Securities United States Treasury Inflation Indexed Bonds 2029-07-15 0.250000 170000.00 169555.44 U.S. Treasuries (including strips) Y 2019-08-01 2019-08-01 2019-08-01 N N N 0.0254 100000000.00 100000000.00 0.0902 N Y Y N Credit Agricole CIB Credit Agricole CIB 2.500000% 921HBE007 N.A. 0001330437 921HBE007_2.50_0801 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash N N Freddie Mac Pool 2049-02-01 3.500000 95122185.00 90965186.88 Agency Mortgage-Backed Securities Freddie Mac Gold Pool 2048-06-01 4.000000 175454755.00 171534814.07 Agency Mortgage-Backed Securities Y 2019-08-01 2019-08-01 2019-08-01 N N N 0.0250 250000000.00 250000000.00 0.2254 N Y Y N Blackrock Liquidity Federal Fund Blackrock Liquidity Federal Fund 1.989100% 964QTV909 Investment Company Y 2019-08-01 2019-08-01 2050-01-01 N N N 0.0199 1963751.57 1963751.57 0.0018 N Y Y N American Beacon Select Funds 2019-08-06 Sonia Bates Sonia Bates Director, Fund and Tax Reporting