American Beacon Quarterly Top 10s

Information as of 03/31/2021
AHL Managed Futures Strategy Fund
Top HoldingsPositionVaR 95% (BPS)
Euro-STOXXLong4.5
Japanese Yen/US DollarShort4.5
DAX IndexLong3.8
S+P 500 IndexLong3.8
Canadian Dollar/US DollarLong3.5
Crude OilLong3.5
US TreasuriesShort3.5
Brazilian Real/US DollarShort3.1
Korean KospiLong3.1
Australian SPI 200 IndexLong2.8


AHL TargetRisk Fund
Top Holdings% of VaR
U.S. Treasuries13.7
BBG Commodity ex-Agriculturals Index10.3
U.K. Gilts6.8
S&P 500 Index5.1
Euro-BUND4.3
French Bonds4.3
European 5-Year Crossover iTraxx Index3.4
U.S. High Yield CDX Index3.4
Euro-STOXX3.4
NASDAQ 100 Index3.4

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.