American Beacon Quarterly Top 10s

Information as of 12/31/2018
AHL Managed Futures Strategy Fund
Top HoldingsPositionVaR 95% (BPS)
US TreasuriesLong5.6
Australian Dollar / US DollarShort5.3
Euro / US DollarShort5
CopperShort3.8
Canadian Dollar / US DollarLong3.5
British Pound /US DollarShort3.5
Korean Kospi IndexShort3.5
Crude OilShort3.2
Chilean Peso / US DollarShort2.9
Australian BondsLong2.9

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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