American Beacon Quarterly Top 10s

Information as of 06/30/2019
AHL Managed Futures Strategy Fund
Top HoldingsPositionVaR 95% (BPS)
Natural GasShort9.6
British Pound / US DollarShort5.3
US TreasuriesLong5.1
S&P 500 IndexLong3.6
Australian Dollar / US DollarShort3.1
CopperShort3.1
Australian SPI IndexLong2.9
Euro / US DollarShort2.7
GoldLong2.7
Mexican Peso / US DollarLong2.4


AHL TargetRisk Fund
Top Holdings% of VaR
US Treasuries 0.4
Gilts 0.3
BBG Commodity ex-Agriculturals Index 0.2
FTSE 100 0.2
S+P 500 Index 0.1
Euro-BUND 0.1
NASDAQ 100 Index 0.1
US High Yield CDX Index 0.1
French Bonds 0.1
Nikkei 0.1

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.