American Beacon Quarterly Top 10s

Information as of 12/31/2024
AHL Managed Futures Strategy Fund
Top HoldingsPositionVaR 95% (BPS)
JPY/USDShort/Long7.2
U.S. TreasuriesShort6.2
CopperShort4.0
Natural GasLong3.9
EuriborLong2.7
NikkeiLong2.6
SOFR 3-Month IndexShort2.6
CoffeeLong2.4
CocoaLong2.3
Australian BondsShort2.1


AHL TargetRisk Fund
Top Holdings% of VaR
BBG Commodity ex-Agriculturals Index14.0
U.S. Treasuries12.6
Tokyo Stock Exchange Index7.3
S&P 500 Index7.1
Nikkei4.7
Gilts4.4
NASDAQ 100 Index4.2
S&P TSX 60 Index3.1
Euro-STOXX3.1
U.S. High Yield CDX 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.