American Beacon Quarterly Top 10s

Information as of 09/30/2024
AHL Managed Futures Strategy Fund
Top HoldingsPositionVaR 95% (BPS)
GoldLong3.5
Natural GasShort3.3
U.S. TreasuriesLong3.2
SilverLong3.1
CoffeeLong2.9
ZAR/USDLong/Short2.8
JPY/USDShort/Long2.6
CopperLong2.3
SOFR 3-Month IndexLong2.1
SugarLong2.1


AHL TargetRisk Fund
Top Holdings% of VaR
BBG Commodity ex-Agriculturals Index15.6
U.S. Treasuries12.6
S&P 500 Index6.8
Tokyo Stock Exchange Index5.9
NASDAQ 100 Index4.4
Nikkei4.0
Gilts3.9
S&P TSX 60 Index3.2
Euro-STOXX3.1
U.S. High Yield CDX Index2.8

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.