American Beacon Quarterly Top 10s

Information as of 06/30/2017
AHL Managed Futures Strategy Fund
Top HoldingsPositionVaR 95% (BPS)
Natural GasShort8.3
Crude OilShort6.4
Australian Dollar/US DollarLong4.4
Euro / US DollarLong3.5
US TreasuriesLong3.3
Korean KospiLong2.9
Mexican Peso / US DollarLong2.9
Japanese Yen / US DollarShort2.7
New Zealand Dollar /US DollarLong2.5
RBOB GasolineShort2.5

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).

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