American Beacon Quarterly Top 10s

Information as of 09/30/2023
AHL Managed Futures Strategy Fund
Top HoldingsPositionVaR 95% (BPS)
Natural GasShort10.0
Crude OilLong6.6
U.S. TreasuriesShort5.0
Australian Bonds Short2.6
Euribor Short2.2

AHL TargetRisk Fund
Top Holdings% of VaR
BBG Commodity ex-Agriculturals Index15.3
U.S. Treasuries8.4
S&P 500 Index6.1
Tokyo Stock Exchange Index5.3
NASDAQ 100 Index4.6
S&P TSX 60 Index4.6
U.K. Gilts3.8
FTSE 100 Index3.8
Nikkei Index3.8

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.