American Beacon Quarterly Top 10s

Information as of 06/30/2020
AHL Managed Futures Strategy Fund
Top HoldingsPositionVaR 95% (BPS)
U.S. Treasuries Long7.6
Gold Long6.9
Natural Gas Short6.1
AUD/USD Long5.7
Crude Oil Short4.6
Silver Long4.2
JPY/USD Long4.2
NASDAQ 100 Index Long4.2
Euro-BUND Long3.4
EUR/USD Long3


AHL TargetRisk Fund
Top Holdings% of VaR
U.S. Treasuries 12.0
BBG Commodity ex-Agriculturals Index 11.7
FTSE 100 Index 8.1
Gilts 7.0
S&P 500 Index 7.0
US High Yield CDX Index 5.3
French Bonds 5.0
Euro-BUND 4.8
NASDAQ 100 Index 3.6
Nikkei Index 3.4

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.