American Beacon Quarterly Top 10s

Information as of 09/30/2020
AHL Managed Futures Strategy Fund
Top HoldingsPositionVaR 95% (BPS)
Crude OilShort10.4
US TreasuriesLong5
Brazilian Real/US DollarShort4.7
Australian Dollar/US DollarLong3.8
Natural GasLong3.5
CopperLong3.1
Euro/US DollarLong3.1
Japanese Yen/US DollarLong3.1
S&P 500Long3.1
Gas OilShort2.5


AHL TargetRisk Fund
Top Holdings% of VaR
BBG Commodity ex-Agriculturals Index 14.5
U.S. Treasuries 10.8
FTSE 100 Index 8.6
S&P 500 Index 7.5
U.K. Gilts 5.9
U.S. High Yield CDX Index 4.8
NASDAQ 100 Index 4.3
German Bund 3.8
Nikkei Index 3.2
U.S. 5-Year CDX Index 3.2

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.