American Beacon Quarterly Top 10s

Information as of 03/31/2017
AHL Managed Futures Strategy Fund
Top HoldingsPositionVaR 95% (BPS)
Mexican Peso/US DollarLong10.8
Crude OilShort4.2
Australian Dollar/US DollarLong3.7
Korean KospiLong3.5
South Korean Won/US DollarLong3.5
NASDAQ 100 IndexLong3
Hang SengLong2.8
S+P 500 IndexLong2.8
Indian Rupee/US DollarLong2.6
AluminumLong2.3

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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