American Beacon Quarterly Top 10s

Information as of 06/30/2021
AHL Managed Futures Strategy Fund
Top HoldingsPositionVaR 95% (BPS)
Natural GasLong8.8
Crude OilLong6.4
Brazilian Real/US DollarLong5.7
Korean KospiLong5.1
Japanese Yen/US DollarShort4.7
S+P 500 IndexLong3.7
Russell 2000 IndexLong3.4
NASDAQ 100 IndexLong3
RBOB GasolineLong3
Mexican Peso/US DollarLong2.7


AHL TargetRisk Fund
Top Holdings% of VaR
U.S. Treasuries22.2
BBG Commodity ex-Agriculturals Index12.9
S&P 500 Index4.8
NASDAQ 100 Index4.5
U.K. Gilts4.2
Tokyo Stock Exchange Index4.2
Euro-BUND3.2
Nikkei Index3.2
Euro-BUXL2.9
French Bonds2.9

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.