American Beacon Quarterly Top 10s

Information as of 12/31/2020
AHL Managed Futures Strategy Fund
Top HoldingsPositionVaR 95% (BPS)
AUD/USDLong4.6
EUR/USDLong4.6
Natural GasShort4.3
Crude OilLong3.8
SilverLong3.8
S&P 500 IndexLong3.2
JPY/USDLong3
Korean Kospi IndexLong3
CopperLong2.7
MXN/USDShort2.7


AHL TargetRisk Fund
Top Holdings% of VaR
U.S. Treasuries14.9
BBG Commodity ex-Agriculturals Index12.6
S&P 500 Index6.3
U.K. Gilts5.7
NASDAQ 100 Index4.0
U.S. High Yield CDX Index4.0
Euro-BUND3.4
Euro-STOXX3.4
Tokyo Stock Exchange Index3.4
European 5-Year Crossover iTraxx Index2.9

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.