American Beacon Quarterly Top 10s

Information as of 06/30/2022
AHL Managed Futures Strategy Fund
Top HoldingsPositionVaR 95% (BPS)
Euro/US DollarShort6.7
Crude OilLong4.8
Australian Dollar/US DollarShort4.2
Japanese Yen/US DollarShort4.2
UK Sterling/US DollarShort3.9
US TreasuriesShort3.9
Korean KospiShort3.4
Natural GasLong3.1
Japanese BondsShort2.8
Canadian Dollar/US DollarShort2.5


AHL TargetRisk Fund
Top Holdings% of VaR
BBG Commodity ex-Agriculturals Index21.6
U.S. Treasuries9.6
S&P 500 Index5.6
Euro-BUND4.0
U.K. Gilts4.0
NASDAQ 100 Index4.0
Tokyo Stock Exchange Index4.0
Euro-STOXX3.2
Nikkei Index3.2
U.S. High Yield CDX Index3.2

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.