American Beacon Quarterly Top 10s

Information as of 09/30/2022
AHL Managed Futures Strategy Fund
Top HoldingsPositionVaR 95% (BPS)
Euro/US DollarShort5.4
US TreasuriesShort4.8
Australian Dollar/US DollarShort4.2
Japanese Yen/US DollarShort4.2
CopperShort3.6
Korean KospiShort3.3
GoldShort3
UK Sterling/US DollarShort3
Canadian Dollar/US DollarShort2.7
Natural GasLong2.7


AHL TargetRisk Fund
Top Holdings% of VaR
BBG Commodity ex-Agriculturals Index18.8
U.S. Treasuries9.0
S&P 500 Index6.3
U.S. High Yield CDX Index4.9
European 5yr Crossover iTraxx Index4.2
U.K. Gilts4.2
Euro-BUND3.5
NASDAQ 100 Index3.5
S&P TSX 60 Index3.5
Tokyo Stock Exchange Index3.5

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.