American Beacon Quarterly Top 10s

Information as of 06/30/2019
AHL Managed Futures Strategy Fund
Top HoldingsPositionVaR 95% (BPS)
Natural GasShort9.6
British Pound / US DollarShort5.3
US TreasuriesLong5.1
S&P 500 IndexLong3.6
Australian Dollar / US DollarShort3.1
Australian SPI IndexLong2.9
Euro / US DollarShort2.7
Mexican Peso / US DollarLong2.4

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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