American Beacon Quarterly Top 10s

Information as of 06/30/2024
AHL Managed Futures Strategy Fund
Top HoldingsPositionVaR 95% (BPS)
JPY/USDShort/Long7.0
Natural GasShort6.8
Crude OilLong3.6
SOFR 3-Month IndexShort2.8
CoffeeLong2.7
CopperLong2.7
EuriborShort2.7
SilverLong2.5
SONIA 3-Month IndexShort2.4
ZAR/USDLong/Short2.3


AHL TargetRisk Fund
Top Holdings% of VaR
BBG Commodity ex-Agriculturals Index18.6
U.S. Treasuries12.4
S&P 500 Index6.1
Tokyo Stock Exchange Index5.3
NASDAQ 100 Index4.1
Nikkei4.0
Gilts3.9
Euro-STOXX3.2
FTSE 1003.2
S&P TSX 60 Index3.0

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.