American Beacon Quarterly Top 10s

Information as of 03/31/2024
AHL Managed Futures Strategy Fund
Top HoldingsPositionVaR 95% (BPS)
Natural GasShort10.4
U.S. TreasuriesShort4.7
Crude OilLong4.4
S&P 500 IndexLong3.1
Korean Kospi IndexLong2.8
RBOB GasolineLong2.5

AHL TargetRisk Fund
Top Holdings% of VaR
BBG Commodity ex-Agriculturals Index18.0
U.S. Treasuries12.7
S&P 500 Index6.8
Tokyo Stock Exchange Index4.6
U.K. Gilts4.6
NASDAQ 100 Index4.1
S&P TSX 60 Index3.6
Nikkei Index3.6
FTSE 100 Index3.1

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.