American Beacon Quarterly Top 10s

Information as of 12/31/2022
AHL Managed Futures Strategy Fund
Top HoldingsPositionVaR 95% (BPS)
US TreasuriesShort5.1
Brazilian Real/US DollarLong4.4
Natural GasShort4.4
Korean KospiShort3.7
Australian Dollar/US DollarShort3
Canadian Dollar/US DollarShort3
Australian SPI 200 IndexLong2.7
Chilean Peso/US DollarLong2.7
Japanese BondsShort2.7

AHL TargetRisk Fund
Top Holdings% of VaR
U.S. Treasuries14.6
BBG Commodity ex-Agriculturals Index11.9
S&P 500 Index6.1
U.K. Gilts4.2
U.S. High Yield CDX Index4.2
NASDAQ 100 Index4.2
Tokyo Stock Exchange Index3.8
European 5yr Cossover iTraxx Index3.1
S&P TSX 60 Index3.1

Value at Risk (VaR) is a measure of the potential loss in value of a portfolio over a defined period for a given confidence interval. A one-day VaR at the 95% confidence level represents that there is a 5% probability that the mark-to-market loss on the portfolio over a one day horizon will exceed this value (assuming normal markets and no trading in the portfolio).

For a prospectus containing more information, including expenses, click here. Read it carefully before you invest or send money. Past performance is no guarantee of future results.