American Beacon Quarterly Top 10s

Information as of 03/31/2022
AHL Managed Futures Strategy Fund
Top HoldingsPositionVaR 95% (BPS)
Natural Gas Long10.2
BRL/USD Long4.8
EUR/USDShort4.3
U.S. Treasuries Short4
JPY/USD Short3.7
MXN/USD Long3.7
Crude Oil Long3.4
AUD/USD Long3.1
Australian SPI 200 Index Long3.1
GBP/USD Short3.1


AHL TargetRisk Fund
Top Holdings% of VaR
BBG Commodity ex-Agriculturals Index20.8
U.S. Treasuries12.9
S&P 500 Index5.8
Euro-BUND5.4
U.K. Gilts5.0
NASDAQ 100 Index3.7
Tokyo Stock Exchange Index3.7
French Bonds3.3
Nikkei Index2.9
European 5yr Crossover iTraxx Index2.5

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.