U.S. Treasury Inflation-Indexed Notes

NPORT-P false 0001096012 XXXXXXXX S000090213 C000257150 AMERICAN BEACON SELECT FUNDS 811-09603 0001096012 549300HER2YKJJ5HAP90 220 EAST LAS COLINAS BOULEVARD SUITE 1200 IRVING 75039 817-391-6100 American Beacon Ionic Inflation Protection ETF S000090213 549300MQXB1MKWKUC159 2027-01-31 2026-07-31 N 11405224.05 7197.11 11398026.94 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 4098.71000000 USD N United States Treasury 254900HROIFWPRGM1V77 U.S. Treasury Inflation-Indexed Notes 9128282L3 1545168.24000000 PA USD 1515449.54000000 13.29571817979 Long DBT UST US N 2 2027-07-15 Fixed 0.37500000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 U.S. Treasury Inflation-Indexed Notes 9128283R9 1209029.40000000 PA USD 1175145.32000000 10.31007670174 Long DBT UST US N 2 2028-01-15 Fixed 0.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 U.S. Treasury Inflation-Indexed Notes 912828V49 1359297.68000000 PA USD 1337899.36000000 11.73799085616 Long DBT UST US N 2 2027-01-15 Fixed 0.37500000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 U.S. Treasury Inflation-Indexed Notes 912828Y38 1388306.40000000 PA USD 1352621.32000000 11.86715321099 Long DBT UST US N 2 2028-07-15 Fixed 0.75000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 U.S. Treasury Inflation-Indexed Notes 91282CDC2 1357469.82000000 PA USD 1345546.65000000 11.80508395955 Long DBT UST US N 2 2026-10-15 Fixed 0.12500000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 U.S. Treasury Inflation-Indexed Notes 91282CEJ6 1536655.69000000 PA USD 1502681.19000000 13.18369572128 Long DBT UST US N 2 2027-04-15 Fixed 0.12500000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 U.S. Treasury Inflation-Indexed Notes 91282CFR7 1436585.90000000 PA USD 1424001.75000000 12.49340572272 Long DBT UST US N 2 2027-10-15 Fixed 1.62500000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 U.S. Treasury Inflation-Indexed Notes 91282CGW5 1452282.00000000 PA USD 1423609.03000000 12.48996021411 Long DBT UST US N 2 2028-04-15 Fixed 1.25000000 N N N N N N American Beacon U.S. Government Money Market 549300EXCES9V5RWB620 American Beacon U.S. Government Money Market Fund 02368W200 140838.73000000 NS USD 140838.73000000 1.235641315302 Long STIV RF US N 1 N N N SWAPS JPM(CSHJPGSW0) COC USD N/A Collateral Position 000000000 501.46000000 NS USD 501.46000000 0.004399533380 Long STIV CORP US N 1 N N N LCH Ltd. F226TOH6YD6XJB17KS62 Long: B0078242 IRS USD R V 12MUSCPI 10078242_FLO CCPINFLATIONZERO / Short: B0078242 IRS USD P F 2.41550 10078242_FIX CCPINFLATIONZERO 000000000 11500000.00000000 OU Notional Amount USD 140789.78000000 1.235211855009 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y Inflation based on U.S. CPI Urban Consumers NSA 2031-01-16 16574.82000000 USD 0.00000000 USD 11500000.00000000 USD 124214.96000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 10073265 IONIC 000000000 9000000.00000000 NC USD 10674.90000000 0.093655683182 N/A DIR US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 Put Purchased JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 IRS Swap N/A 9000000.00000000 OU Notional Amount N/A 10674.90000000 0.09000000 DIR US N/A N/A 2032-01-15 0.00000000 N/A 0.00000000 N/A 9000000.00000000 USD 1.00000000 5.22000000 USD 2027-01-13 XXXX -97325.10000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 10073264 IONIC 000000000 12000000.00000000 NC USD 14233.20000000 0.124874244243 N/A DIR US N 2 Bank of America NA B4TYDEB6GKMZO031MB27 Put Purchased Bank of America NA B4TYDEB6GKMZO031MB27 Bank of America NA B4TYDEB6GKMZO031MB27 IRS Swap N/A 12000000.00000000 OU Notional Amount N/A 14233.20000000 0.12000000 DIR US N/A N/A 2032-01-15 0.00000000 N/A 0.00000000 N/A 12000000.00000000 USD 1.00000000 5.22000000 USD 2027-01-13 XXXX -132166.80000000 N N N 2026-08-27 AMERICAN BEACON SELECT FUNDS Aaron Cooper Aaron Cooper Treasurer